Geodesic
An approach-evasion differential game: Stochastic guide
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 4, pp. 146-166

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A positional differential game of the approach-evasion of a conflict-controlled motion and a goal set within a given set is considered. Use is made of a solution of the associated boundary-value problem for a parabolic equation degenerating as the diffusion term vanishes to a Hamilton–Jacobi type equation, which is typical for techniques in the theory of differential games. Based on this, a control scheme with a stochastic guide is developed.
Keywords: approach-evasion alternative, strategy, probabilistic process, Lyapunov function.
Mots-clés : Ito equation 
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     title = {An approach-evasion differential game: {Stochastic} guide},
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N. N. Krasovskii; A. N. Kotel'nikova. An approach-evasion differential game: Stochastic guide. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 4, pp. 146-166. http://geodesic.mathdoc.fr/item/TIMM_2009_15_4_a12/