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.