Two-Player Zero-Sum Hybrid Games with Set-Valued Dynamics

Abstract

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined in terms of a hybrid inclusion. The game consists of a min-max problem involving a cost functional that depends on the actions and corresponding (potentially non-unique) solutions, defined as functions of hybrid time and, hence, can flow or jump. We present sufficient conditions given in terms of Hamilton-Jacobi-Isaacs-like equations to establish a bound and to exactly evaluate the worst-case cost under the optimal strategy. Under additional conditions, we show that the proposed optimal state-feedback laws render a set of interest pre-asymptotically stable for the resulting hybrid closed-loop system. The results are illustrated in an application with sporadic jumps and linear quadratic hybrid dynamics.