A single player and a mass of agents: A pursuit evasion-like game

Abstract

We study a finite-horizon differential game of pursuit-evasion like, between a single player and a mass of agents. The player and the mass directly control their own evolution, which for the mass is given by a first order PDE of transport equation type. Using also an adapted concept of non-anticipating strategies, we derive an infinite dimensional Isaacs equation, and by dynamic programming techniques we prove that the value function is the unique viscosity solution on a suitable invariant subset of a Hilbert space.