Abstract:
The set of solutions of a differential game with a terminal payoff functional is investigated. A method is
obtained that allows to establish whether a given function is a value of some differential game with a terminal
payoff functional. The condition obtained is in fact a condition for the given function to be a minimax (viscosity)
solution of some Hamilton–Jacobi equation with Hamiltonian homogeneous in the third variable. We also obtain
a sufficient condition for a function to belong to the set of values of differential games with a terminal payoff
function.
Keywords:differential games, minimax solutions of Hamilton-–Jacobi equations.