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    Differential Games
    Differential Games
    Differential Games
    Ebook722 pages5 hours

    Differential Games

    By Avner Friedman

    ()

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    About this ebook

    This volume lays the mathematical foundations for the theory of differential games, developing a rigorous mathematical framework with existence theorems. It begins with a precise definition of a differential game and advances to considerations of games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, and games with restricted phase coordinates. Final chapters cover selected topics (including capturability and games with delayed information) and N-person games.
    Geared toward graduate students, Differential Games will be of particular interest to professionals in the fields of electrical engineering, industrial engineering, economics, and mathematics. Although intended primarily for self-study, it can be used as a core or ancillary text in courses in differential games, game theory, and control theory.
    LanguageEnglish
    PublisherDover Publications
    Release dateJun 6, 2013
    ISBN9780486153278
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      Book preview

      Differential Games - Avner Friedman

      MATHEMATICS

      Introduction

      In a differential game between two players, y and z, we are given a dynamical system

      (1)

      an initial condition

      (2)

      and a payoff P(y, z), usually in the form of

      (3)

      where is the first time that (t, x(t)) intersects a given set; y wishes to maximize the payoff, and z wishes to minimize it. The players y, z are entirely free to choose any control functions y(t), z(t), that is, any measurable functions y(t), z(t) with values in given sets Y, Z, respectively.

      What makes the situation complicated is the information pattern: each player at time t has perfect information of the controls chosen prior to t by himself and by his opponent, but he has none regarding the future choice of control by his opponent.

      Suppose there exists controls ӯ(t(t) such that

      (4)

      for any controls y, z and set V = P(ӯ, z). We can then state the following: when the player z , no matter what y does, z will always render the payoff ≤ V. Similarly, when the player y chooses ӯ, no matter what z does, y will always render the payoff ≥ V. Thus, if y and z do not act on the assumption that their opponent may play in a stupid way, their best choice is y = ӯ, z . The number V is the payoff when both players are doing their best; it is called the value of the game. The pair (ӯ(t(t)) is called a saddle point.

      Unfortunately, such a saddle point (ӯ(t(t)) does not exist in general.

      In the heuristic work on the subject (see Isaacs [2]), we introduce the concept of pure strategies y(t, x), z(t, x) for the players y, z. These are measurable functions with values in Y, Z, respectively, piecewise Lipschitz continuous in x. To such a pair we may match a payoff P(y, z), provided a solution of (1) and (2) exists. We then define a saddle point in pure strategies as a pair (ӯ(t, x(t, x)) of pure strategies for which (4) holds for any pure strategies y = y(t, x), z = z(t, x). Again, a saddle point in pure strategy does not exist in general.

      In this book we introduce more general concepts of value and saddle point. We form two sequences of δ-approximating models {Gδ} and {Gδ} (δ varies over a sequence that converges to 0). In the model Gδ, y has a δ-advantage of information and in the model Gδ, z has a δ-advantage of information. In the models Gδ and Gδ there is a natural way of defining values Vδ and Vδ, respectively, since both players do not act simultaneously, but rather step-by-step (the size of each step being δ). It is clear that Vδ ≥ Vδ. If lim Vδ = lim Vδ = V, we say that the game has value equal to V. A fundamental theorem asserts that V exists (under suitable conditions).

      Next, a strategy Γ for the player y is defined as a sequence of δ-strategies Γδ; each Γδ is a vector of maps telling y what to do in a scheme G(δ) (similar to Gδ) which δ-approximates the actual game. This notion of strategy includes the notion of pure strategy. In fact, to a pure strategy ӯ(t, x. In particular, if ӯ = ӯ(tis called a constant strategy. If Δ is a strategy for z, the payoff, set P) is a pair of strategies for which

      (5)

      for any strategies Γ, Δ for y, z, respectively. A fundamental theorem asserts that a saddle point exists (under suitable conditions).

      ) coincides with the saddle point in pure strategies when the latter is known to exist (by solving the Hamilton-Jacobi equation). Thus the abstract existence theory ties together various heuristic computational results in a rigorous manner.

      The fact that differential games are played in a continuous (and not in a discrete) manner causes fundamental difficulties in the formulation of the theory. On the other hand, in a differential game we are given a dynamical system of fixed structure. This enables us to use various tools of analysis that are not applicable in discrete games. As a result of these two differences, the two theories of games, differential and discrete, have (at present) nothing substantial in common.

      CHAPTER 1

      Definition of a Differential Game

      1.1 Results on Ordinary Differential Equations

      We shall denote the m-dimensional euclidean space by Rm. A point (x1,..., xm) in Rm will be denoted, briefly, by x. The norm |x)¹/²- An m-vector function (f1, ... , fm) will be denoted, briefly, by f.

      Consider a system of m ordinary differential equations

      (1.1.1)

      together with an initial condition

      (1.1.2)

      where f(t, x) = (f1(t, x), ... , f,m(t, x)) is defined in some bounded domain D of the (m + 1)-dimensional (t, x)-space and (t0, xo) is a point of D. If we integrate both sides of (1.1.1), making use of (1.1.2), we get

      (1.1.3)

      The domain D is contained in a strip {α ≤ t ≤ β} x Rm.

      THEOREM 1.1.1 Assume that (i) f(t, x) is measurable in t for each fixed x and continuous in x for each fixed t; (ii) |f(t, x)| ≤ k0(t), where . Then there exists a solution x(t) of (1.1.3) in an interval a < t < b containing to; furthermore, x(a + 0) and x(b − 0) exist and the points (a, x(a + 0)), (b, x(b − 0)) lie on the boundary of D.

      THEOREM 1.1.2 Assume, in addition to (i), (ii) of Theorem 1.1.1, that there exists a non-negative function k(t) (α ≤ t ≤ β) such that and

      (1.1.4)

      for all (t, x) and ) in D. Then, in any interval (a, b) containing to there is at most one solution of (1.1.3).

      Thus, under the assumptions of Theorem 1.1.2, the solution of (1.1.3) asserted in Theorem 1.1.1 is unique.

      The proofs of Theorems 1.1.1 and 1.1.2 can be found, for instance, in Coddington and Levinson [1].

      THEOREM 1.1.3 Let D = {α < t < β} x Rm and assume that f(t, x) satisfies the condition (i) of Theorem 1.1.1, and the inequality

      (1.1.5)

      where k0(t) dt < ∞. Assume also that for every R > 0 there is a nonnegative function kR(t) such that kR(t) dt < ∞ and

      if .

      Then there exists a unique solution of (1.1.3) for α ≤ t ≤ β.

      Proof. We shall prove that there is a constant K such that, for any subinterval (a, b) of (α, β), the solution x(t) of (1.1.3) in (a, b), if existing, must satisfy

      (1.1.6)

      If we then apply Theorem 1.1.1 with D = {x; lxl < K + 1}, we find that the numbers a, b in the assertion of that theorem must be equal to α and β, respectively; but this, together with Theorem 1.1.2, gives the assertion in Theorem 1.1.3.

      To prove (1.1.6) we use (1.1.5) in (1.1.3). We get

      (1.1.7)

      This inequality easily yields (1.1.6).

      Note that the solution x(t) of (1.1.3) is an indefinite integral (which is the same as an absolutely continuous function) and its derivative ẋ(t) exists and equals f(t, x(t)) almost everywhere. Conversely, if an absolutely continuous function x(t) satisfies (1.1.1) almost everywhere and also satisfies (1.1.2), it is a solution of (1.1.3).

      From now on when we speak of a solution x(t) of (1.1.1) and (1.1.2) we shall understand that x(t) is absolutely continuous, it satisfies (1.1.1) almost everywhere, and it satisfies (1.1.2). Thus x(t) is a solution of (1.1.1) and (1.1.2) if and only if it is a solution of (1.1.3).

      Problems

      1. Let ϕ, ψ be continuous functions in a closed interval [a, b], and let χ be non-negative and an integrable function in (a, b). Suppose that

      Prove that

      Use this result to deduce (1.1.6) from (1.1.7).

      2. Assume that f(t, x) satisfies all the conditions of Theorem 1.1.3, except for (1.1.5), and

      x∙f(t, x) ≤ γ lxl² + γ0 (γ , γ0 constants),

      for all (t, x) in D. Prove that the assertion in Theorem 1.1.3 is still valid.

      1.2 Differential Equations with Control Functions

      Consider a differential system of m equations

      (1.2.1)

      with an initial condition

      (1.2.2)

      If we take y = y(t) and z = z(t), we obtain a differential system of the form considered in Section 1.1.

      We fix two sets, Y and Z; Y is a compact (i.e., closed and bounded) subset of some euclidean space Rp and Z is a compact subset of some euclidean space Rq. We shall call Y the control set for y and Z the control set for z.

      A measurable function y(t) whose values belong to Y for almost all t is called a control function for y. Similarly, a measurable function z(t) whose values belong to Z for almost all t is called a control function for z.

      We shall assume the following:

      (A1) f(t, x, y, z) is continuous in (t, x, y, z) ∈ [to, To] × Rm × Y × Z.

      (A2) There is a non-negative function k(t) (t0 ≤ t ≤ T0, such that

      . ∣f(t, x, y, z)∣ ≤ k(t)(1 + |xl)

      for all (t, x, y, z) in [t0, T0] × Rm × Y × Z.

      (A3) For each <R > 0 there is a non-negative function kR(t) (t0 ≤ t ≤ T, such that

      for all t ∈ [t0, T0], y ∈ Y, z ∈ Z and lxl ≤ R, |≤ R.

      Now take any control functions y = y(t), z = z(t) in (1.2.1). Then (1.2.1) and (1.2.2) become

      (1.2.3)

      Using the assumptions (A1)−A3), we easily see that the system (1.2.3) satisfies all the conditions imposed in Theorem 1.1.3; in verifying the condition (i) of Theorem 1.1.1, we use the fact that a continuous function of a measurable function is measurable.

      THEOREM 1.2.1 Let the conditions (A1)–(A3) hold. Then for any control functions y = y(t), z = z(t) in t0 ≤ t ≤ T0 there exists a unique solution x(t) of (1.2.3) in t0 ≤ t ≤ T0. Furthermore, there is a constant H such that for any control functions y(t), z(t) the corresponding solution x(t) of (1.2.3) satisfies |x(t)| ≤ H for t0 ≤ t ≤ T0.

      Proof. Extend f (t, x, y, z) to t0−1 ≤ t < t0 by f (t, x, y, z) = f (t0, x, y, z). Extend y(t) and z(t) to t0 − 1 ≤ t < t0 as constants. Now apply Theorem 1.1.3 with α = t0 − 1,β= T0 to deduce the existence and uniqueness of a solution of (1.2.3). The last assertion of Theorem 1.2.1 follows from the proof of Theorem 1.1.3 [cf. the derivation in (1.1.6)].

      Remark. The condition (A2) is fairly restrictive. It may be replaced by the slightly weaker condition

      x∙f(t, x, y, z) ≤ γ|x|² + γ0 (γ, γ0 constants)

      (see Problem 2, Section 1.1). However, without such a condition we cannot assert, in general, the existence of a solution x(t) of (1.2.1) (in t0 ≤ t ≤ T and (1.2.2) for any control functions y(t), z(t). Note that if (A1) and (A3) hold, and we can verify (for a particular f) that the solution of (1.2.1) (in t0 ≤ t ≤ T) and (1.2.2) exists for any y(t), z(t) and that |x(t)| ≤ H, H a constant independent of y(t), z(t), the condition (A2) is superfluous. Indeed, we can then modify the definition of f(t, x, y, z) for |x| > H in such a way that the modified f satisfies (A1)−(A3). Since this will not affect the solutions x(t) with the original f, we may replace the original f with the modified one in all our considerations.

      The solution x(t) of, (1.2.3) is called the trajectory corresponding to the controls y(t), z(t).

      In the future we shall call the variables y and z players. When we substitute y = y(t), z = z(t) in (1.2.1) we shall say that the player y chooses a control function y(t) and the player z chooses a control function z(t).

      Let F be a closed set in the (t, x) space. We assume that

      (1.2.4)

      We shall call F the terminal set.

      Given control functions y(t), z(t) for t0 ≤ t ≤ T0, denote the corresponding trajectory by x(t, x) belongs to F. Since F exists. We shall denote it by t(x) or t(y, z) and call it the capture time of the trajectory x(t), or the capture time corresponding to the controls y = y(t), z = z(t). We shall say that capture occurs at time t(y, z).

      Let g(t, x) be a given function defined for all (t, x) in [t0, T0] x Rm and bounded on bounded sets. Let h(t, x, y, z) be a given function that satisfies the following condition:

      (B1) h(t, x, y, z) is continuous in (t, x, y, z) ∈ [t0, T0] x Rm x Y x Z.

      We introduce a functional

      (1.2.5)

      and call it the payoff functional. The functional g(t(y, z), x(t(y, z))) is called the terminal part of the payoff, and the functional

      is called the integral part of the payoff. When y and z make a particular choice of y = y(t), z = z(t), the corresponding trajectory x(t) and the capture time t(y, z) are well defined. Thus the payoff P(y, z) is well defined for each choice of controls made by the players y and z.

      The aim of y will be to maximize the payoff and the aim of z will be to minimize it. The precise circumstances under which these aims are to be carried out will be explained in the following sections.

      In conclusion of this section we want to generalize slightly the concept of a payoff in the case in which the terminal set is given by t = T0; that is,

      F = {(T0, x); x ∈ Rm}.

      In this case t(y, z) = T0 for all y, z. the set of all trajectories [when y = y(t), z = z(t) vary over the sets of all the control functions defined on t0 < t ≤ Tbe a given functional defined on the space Xt0, T0. We assume that the functional is bounded; that is, there exists a constant K such that

      We now introduce a payoff, of the form

      (1.2.6)

      Problems

      1. Let (A1)−(A3) hold. Prove that there is a constant C such that for any trajectory x(t) of (1.2.1), (1.2.2) [x(t) − x(s)| ≤ C|t − s|.

      2. Consider the system

      Let F = {(t, x1, x2); 0 ≤ t < 3, x1, = x2} ∪ {(t, x1, x2); 3 ≤ t < ∞, (x1,x2) ∈ R²}. Compute the payoff

      for y = 4t³, z = 2t.

      1.3 Upper and Lower δ-Strategies and δ-Games

      As mentioned in Section 1.2, the player y will want to maximize the payoffs (1.2.5), or (1.2.6) and the player z will want to minimize it. We assume that the circumstances are such that each player can observe his own past behavior and that of his opponent; that is, each player has perfect information of the past. None, however, has information regarding the future behavior of his opponent. The question is how he should act in the future.

      Before introducing a rigorous scheme for this situation, we consider an approximate situation in which y has better up-to-date information than z. More precisely, y knows all the past choices made by y and z; that is, y(s) and z(s) for all s ≤ t, whereas z knows the choices made only for s ≤ t − δ. Here δ is some small positive number. We shall introduce a scheme for this δ-approximate situation.

      Let n be any positive integer. Set

      We divide the interval [t0, T0] into n intervals Ij of equal length δ:

      Ij = {t; tj−1 < t ≤ tj}

      where tj = t0 + jδ, 1 ≤ j ≤ n.

      Denote by Yj and Zj the sets of all measurable functions on Ij whose values are, almost everywhere, contained in Y and Z, respectively. (Two measurable functions in Yj, or in Zj, are considered equal if they agree almost everywhere on Ij.)

      Given sets A1,..., Ak, we denote by A1 × ⋯ × Ak their (cartesian) product. Thus, a point in the product has the form (a1,..., ak), where ai ∈ Ai for each i, and two points (a1,..., ak) and (b1,..., bk) are equal if and only if ai = bi for all i.

      Let Γδ,j be any map from Z1 × Y1 × Z2 × Y2 × ⋯ × Zj-1 × × Yj-1 × × Zj into Yj. The vector

      Γδ = (Γδ,1,..., Γδ,n)

      is then called an upper δ-strategy for y. Similarly, we define an upper δ-strategy for z as a vector

      Δδ = (Δδ,1,...,Δδ,n,

      where Δδ,j is any map from Y1 × Z1 × Y2 × Z2 × ··· × Yj × 1 × Zj−1 × Yj into Zj.

      Next let Γδ,j (2 ≤ j ≤ n) be any map from Y1 × Z1 × Y2 × Z2 × ··· × Yj−1 × Zj−1 into Yj and denote by Γð,1 any function in Y1. The vector

      Γð = (Γδ,1, ..., Γδ,n)

      is called a lower δ-strategy for y. Similarly, we define a lower δ-strategy for z as

      Δδ = (Δδ,1,...., Δδ,n),

      where Δδ;1 is any function in Z1 and Δδ,j (2 ≤ j ≤ n) is any map from Z1 × Y1 × Z2 × Y2 × ·· × Zj-1 × Yj-1 into Zj.

      Given any pair (Δδ, Γδ), we can uniquely construct control functions yδ(t), zδ(t) with components Yj, Zj on Ij by z1= Δδ,1,y1 = Γδ,1(z1), and, for 2 ≤ j ≤ n,

      (1.3.1)

      (1.3.2)

      We call yδ, zδ) the outcome of (Δδ, Γδ). We write the corresponding payoff, given by either (1.2.5) or (1.2.6), in the form

      (1.3.3)

      Note that (1.3.1) means that the player z chooses a control on Ij based only on the information he has [on y(t) and z(t)] in the intervals I1,..., Ij-1. On the other hand, (1.3.2) means that y chooses a control on Ij based on the information he has [on y(t) and z(t)] in the intervals I1,...,Ij-1 and on the additional information he has on z(t) in Ij.

      We shall call the above scheme an upper δ-game and denote it by Gδ. Thus, in Gδ, y chooses an upper δ-strategy Γδ and z chooses a lower δ-strategy Δδ and then they play according to (1.3.1), (1.3.2). The payoff of this play is given by (1.3.3). Let us call a choice made by a player in an interval Ij a move; y is the one that makes the last move (in In). He should therefore try to choose Γδ,n = such that

      Since a maximum may not exist, we should modify the aim of y: his aim in the last move is to make the payoff approximately equal to

      (1.3.4)

      With this anticipated behavior on the part of y in In, z should make his move in In in such a way that the functional in (1.3.4) is approximately equal to

      These considerations extend step-by-step to the intervals In-1 , In-2,..., I1 We conclude that if each player tries to do his best (in the sense explained above) the resulting payoff should be approximately equal to the number

      (1.3.5)

      The number Vδ is called the upper δ-value of the game Gδ.

      Similarly, we can define the concept of a lower δ-game Gδ and lower δ-value Vδ. Here y chooses a lower δ-strategy Γδ and z chooses an upper δ-strategy Δδ. We then construct control functions yδ(t) and zδ(t) with components yj, zj on Ij, given by y1 = Γδ,1, z1 = Δδ, 1(y1), and, for 2 ≤ j ≤ n,

      yj = Γδ,j (y1,z1, y2,z2,..... yj-1, zj-1),

      zj = Δδ,j (y1, z1, y2, z2, ... , yj−1, zj−1, yj).

      We call (yδ, zδ) the outcome of (Γδ, Δδ) and write

      P(yδ, zδ) = P[Γδ, Δδ] = P[Γδ,1, Δδ,¹,..., Γδ,n, Δδ,n].

      The lower δ-value Vδ is defined by

      Remark. In the definition of an upper δ-strategy Γδ = (Γδ,1,...., Γδ,n) we have required that each Γδ,j be a map from

      Aj ≡ Z1 × Y1 × Z2 × Y2 × ··· × Zj−1 × Yj−1 x Zj iinto Yj.

      Actually, in determining the outcome of (Δδ, Γδ) (for any Δδ) we need only to know the values of Γδ,j on the subspace

      Âj ≡ Zi × Ŷ1 × Z2 × Ŷ2 x ··· × Zj-1 × Ŷj−1 Zj,

      where Ŷi is the range of Γδ,i. Therefore, when in the future we explicitly construct components Γδ,j of an upper δ-strategy Γδ = (Γδ,1,..., Γδ,n), we shall often define the Γδ,j only on the subspace Âj and not bother to extend them into Aj; the results will not depend on whatever extension is chosen. The same remark applies to upper δ-strategies for z and to lower δ-strategies for y and z.

      Problems

      1. Consider the differential system

      with control sets 0 ≤ y ≤ 1, 0 ≤ z ≤ 2, and payoff

      Show that Vδ = Vδ = 3 for δ = 3/n, n = 1, 2,....

      2. If in the preceding example

      show that Vδ = Vδ = 6(2 − α).

      1.4 Properties of Upper and Lower δ-Values

      THEOREM 1.4.1 Let the conditions (A1)−(A3) and (B1) hold. Then

      (1.4.1)

      where

      Proof. Set

      (1.4.2)

      We can easily verify, step-by-step with respect to k, for k = n, n–1,..., 1, that

      For k = 1 this gives

      Hence B ≤ Vδ. We shall now prove that

      (1.4.3)

      Let e be any positive number. Denote by P(z1, y1,... Zn, yn) the payoff corresponding to the controls y and z with components yj, zj on Ij. Then for any z1,y1,....., zn-1 yn-1, zn we can find

      such that

      Denote the map ỹn Then for any Δδ,1, Γδ,1,..., Δδ,n−1, Γδ,n−1, Δδ,n we have

      It follows that

      (1.4.4)

      Set

      (1.4.5)

      Proceeding as before, with P replaced by Pnsuch that

      Combining this with (1.4.4), (1.4.5), we get

      (1.4.6)

      Setting

      we can proceed as before with P replaced by Pnsuch that

      Combining this with (1.4.6), we get

      such that

      that is,

      Hence

      Taking ε → 0, (1.4.3) follows.

      It remains to prove the first equality in (1.4.1). Set

      we have

      we conclude that A ≥ Vδ. It thus remains to show that

      (1.4.7)

      Define

      (1.4.8)

      such that

      (1.4.9)

      Next, define

      (1.4.10)

      such that

      Combining this with (1.4.8)–(1.4.10), we conclude that

      Proceeding similarly step-by-step, we arrive at the inequality

      Hence

      Taking ε → 0, we obtain the inequality (1.4.7). This completes the proof of Theorem 1.4.1.

      THEOREM 1.4.2 Let the conditions (A1)−(A3) and (B1) hold. Then

      (1.4.11)

      The proof is similar to the proof of Theorem 1.4.1.

      Let yj and zj be the components in Ij of y and z, respectively, where (y, z) is the outcome of (Δδ, Γδ). Write, for any k = 1, 2,..., n,

      (1.4.12)

      Then we can easily prove step-by-step with respect to k, for k = n, n–1, ..., 1, that

      (1.4.13)

      Here, by infzk we mean infzk ε Zk. Similarly, by supyk we mean SUPYk ε Yk·

      The relation (1.4.13) with k = 1 reduces to

      (1.4.14)

      Similarly we show that

      (1.4.15)

      Next we can easily show, step-by-step with respect to k, for k = n, n–1, ..., 1, that

      Combining this inequality for k = 1 with (1.4.14), (1.4.15), we obtain the following result:

      THEOREM 1.4.3 Let the conditions (A1)−(A3) and (B1) hold. Then

      (1.4.16)

      We shall finally prove the following:

      THEOREM 1.4.4 Let the conditions (A1)−(A3) and (B1) hold and let n and k be any positive integers n′ = kn, δ = (To − t0)/n, δ′ = (T0 − t0)/n′. Then

      (1.4.17)

      Proof. For simplicity we shall give the proof only in case k = 2. Divide each interval Ij into two intervals I′j and I″j of equal length:

      where Ij = {t; tj−1 < t ≤ tj}, tj = t0 + jδ the spaces of all control functions of y similarly with respect to zcorrespond in a one-to-one way to the points yj of Yj by the mapping

      Any functional W(yj) defined on Yj can therefore be written as a functional Wj(i.e., W) = W(yj)), and, as easily seen,

      (1.4.18)

      where

      Similarly, if we define

      then, for any functional U(zj) = U) we have

      (1.4.19)

      Denote the component of a control y on Ij by yj and the components of y by y’j , respectively. Define similarly the components zj of a control z. Finally, write the payoff P(y, z) in either one of the forms

      By (1.4.18), (1.4.19) we deduce that

      (1.4.20)

      where the last inequality follows from the fact that for any functional Q(u, v),

      Proceeding to the interval In-1, we obtain from (1.4.20) and (1.4.18), (1.4.19) for j = n = 1,

      Proceeding in this, way step-by-step, we arrive at the inequality

      (1.4.21)

      By (1.4.14) the left-hand side of (1.4.21) is equal to Vδ. Similarly, the right-hand side of (1.4.21) is equal to Vδ’. Consequently (1.4.21) reduces to Vδ ≥ Vδ’. Similarly we prove that Vδ ≤ Vδ’

      Problems

      1. Prove (1.4.13).

      2. Prove (1.4.18).

      3. Let Q be a bounded real-valued function defined on a set V x W and denote by S the set of all maps from V into W. Show that

      4. Give an example of a continuous function M(y, z) of two real variables y, z,

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