On calculating the value of a differential game in the class of counter strategies. (English) Zbl 1398.91087

Gomoyunov, Mikhail I.; Kornev, Dmitry V.

Ural Math. J. 2, No. 1, 38-47 (2016).

Summary: For a linear dynamical system with control and disturbance, a feedback control problem is considered, in which the Euclidean norm of a set of deviations of the system’s motion from given targets at given instants of time is optimized. The problem is formalized into a differential game in “strategy-counter strategy” classes. A game value computing procedure which reduces the problem to a recursive construction of upper convex hulls of auxiliary functions is justified. Results of numerical simulations are presented.

MSC:

91A23	Differential games (aspects of game theory)
49N70	Differential games and control

Keywords:

differential games; value of the game; saddle point; counter strategies

References:

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