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This article is cited in 3 scientific papers (total in 3 papers)
Saddle point for differential games with strongly convex-concave integrand
G. E. Ivanov Moscow Institute of Physics and Technology
Abstract:
On a fixed time interval we consider zero-sum nonlinear differential games for which the integrand in the criterion functional is a sufficiently strongly convex-concave function of chosen controls. It is shown that in our setting there exists a saddle point in the class of programmed strategies, and a minimax principle similar to Pontryagin's maximum principle is a necessary and sufficient condition for optimality. An example in which the class of games under study is compared with two known classes of differential games is given.
Received: 07.02.1995 Revised: 02.07.1997
Citation:
G. E. Ivanov, “Saddle point for differential games with strongly convex-concave integrand”, Mat. Zametki, 62:5 (1997), 725–743; Math. Notes, 62:5 (1997), 607–622
Linking options:
https://www.mathnet.ru/eng/mzm1659https://doi.org/10.4213/mzm1659 https://www.mathnet.ru/eng/mzm/v62/i5/p725
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Abstract page: | 636 | Full-text PDF : | 264 | References: | 74 | First page: | 1 |
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