The maximum principle for optimal strategies in differential games

The maximum principle for optimal strategies in differential games

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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:
Keywords: programming: probabilistic
Abstract:

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.

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