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.
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
This publication is cited in the following 3 articles:
Mikhail I. Krastanov, Rossen Rozenov, Boyan K. Stefanov, “On a Constrained Infinite-Time Horizon Linear Quadratic Game”, Dyn Games Appl, 13:3 (2023), 843
Yegorov I., Grognard F., Mailleret L., Halkett F., Bernhard P., “A Dynamic Game Approach to Uninvadable Strategies For Biotrophic Pathogens”, Dyn. Games Appl., 10:1 (2020), 257–296
G. E. Ivanov, “Continuity of optimal controls in differential games, and some properties of weakly and strongly convex functions”, Math. Notes, 66:6 (1999), 675–693