Article ID: | iaor20112615 |
Volume: | 72 |
Issue: | 2 |
Start Page Number: | 305 |
End Page Number: | 322 |
Publication Date: | Feb 2011 |
Journal: | Automation and Remote Control |
Authors: | Krasovskii N, Kotelnikova N |
Keywords: | stochastic processes, game theory |
In the paper, on the material of originally determinate differential game on minimax‐maximin time up to the encounter of the controlled object with the wanted target is discussed a formalization, on which the theory of probabilities plays an important role. We tracked the way from descriptive theorems of existence of a price and saddle point in the original game to the principal result, namely, formation of approximation minimax and maximin controls on the basis of stochastic guides in feedback circuits.