On Isaac's war game of attrition and attack using dynamic programming approach

In this study, we use the dynamic programming method introduced by Mirică (2004) to solve the well-known war game of attrition and attack as formulated by Isaacs (1965). By using this modern approach, we extend the classical framework to explore optimal strategies within the differential game setting, offering a complete, comprehensive and theoretically robust solution. Additionally, the study identifies and analyzes feedback strategies, which represent a significant advancement over other strategy types in game theory. These strategies dynamically adapt to the evolving state of the system, providing more robust solutions for real-time decision-making in conflict scenarios. This novel contribution enhances the application of game theory, particularly in the context of warfare models, and illustrates the practical advantages of incorporating feedback mechanisms into strategic decision-making. The admissible feedback strategies and the corresponding value function are constructed through a refined application of Cauchy's Method of characteristics for stratified Hamilton-Jacobi equations. Their optimality is proved using a suitable Elementary Verification Theorem for the associated value function as an argument for sufficient optimality conditions.