| Article ID: | iaor19921436 |
| Country: | United States |
| Volume: | 40 |
| Start Page Number: | 301 |
| End Page Number: | 305 |
| Publication Date: | Sep 1990 |
| Journal: | Soviet Mathematics Doklady |
| Authors: | Ledyaev Yu. S. |
| Keywords: | programming: probabilistic |
In this note the conditions which characterize optimal strategies in differential games of fixed duration are obtained. The present approach also makes it possible to reduce the solution of a linear convex differential game to the solution of an infinite-dimensional problem of mathematical programming. This overlaps with results about stochastic programmable maximins.