On a~differential interception game
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Differential equations and topology. I, Tome 268 (2010), pp. 168-214.

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider an interception game and discuss, using this particular example, aspects of the formalization of differential games that is being developed in Yekaterinburg. We establish both the functional character of the value of a game as a function of the current history of a process and the positional character of optimal strategies. We develop a unification of the original game, thus relating the descriptive theorem on the value and the saddle point of the game to the formalism of Hamilton–Jacobi equations and further to generalized minimax solutions to these equations. We emphasize the relationship between the unified form of a differential game and L. S. Pontryagin's concept of differential game. On the basis of an auxiliary boundary value problem for a degenerate parabolic equation, we develop and substantiate minimax and maximin controls in a feedback scheme with a stochastic guide. Finally, we discuss an algorithm for calculating the value and the saddle point of a game.
@article{TM_2010_268_a12,
     author = {N. N. Krasovskii and A. N. Kotel'nikova},
     title = {On a~differential interception game},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {168--214},
     publisher = {mathdoc},
     volume = {268},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_2010_268_a12/}
}
TY  - JOUR
AU  - N. N. Krasovskii
AU  - A. N. Kotel'nikova
TI  - On a~differential interception game
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2010
SP  - 168
EP  - 214
VL  - 268
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TM_2010_268_a12/
LA  - ru
ID  - TM_2010_268_a12
ER  - 
%0 Journal Article
%A N. N. Krasovskii
%A A. N. Kotel'nikova
%T On a~differential interception game
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2010
%P 168-214
%V 268
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TM_2010_268_a12/
%G ru
%F TM_2010_268_a12
N. N. Krasovskii; A. N. Kotel'nikova. On a~differential interception game. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Differential equations and topology. I, Tome 268 (2010), pp. 168-214. http://geodesic.mathdoc.fr/item/TM_2010_268_a12/

[1] Fleming W. H., “A note on differential games of prescribed duration”, Contribution to the theory of games, v. 3, Ann. Math. Stud., 39, Princeton Univ. Press, Princeton, NJ, 1957, 407–412 | MR

[2] Isaacs R., Differential games: A mathematical theory with applications to warfare and pursuit, control and optimization, J. Wiley and Sons, New York, 1965 | MR | Zbl

[3] Bellman R., Introduction to the mathematical theory of control processes, v. 1, Acad. Press, New York, 1967 ; v. 2, 1971 | MR | Zbl

[4] Pontryagin L. S., “Matematicheskaya teoriya optimalnykh protsessov i differentsialnye igry”, Tr. MIAN, 169, 1985, 119–158 | MR | Zbl

[5] Krasovskii N. N., Subbotin A. I., Pozitsionnye differentsialnye igry, Nauka, M., 1974 | MR | Zbl

[6] Krasovskii N. N., “K zadache unifikatsii differentsialnykh igr”, DAN SSSR, 226:6 (1976), 1260–1263 | MR

[7] Krasovskii N. N., “Unifikatsiya differentsialnykh igr. Igrovye zadachi upravleniya”, Tr. In-ta matematiki i mekhaniki UNTs AN SSSR, 24, 1977, 32–45 | MR

[8] Ushakov V. N., “K zadache postroeniya stabilnykh mostov v differentsialnoi igre sblizheniya–ukloneniya”, Izv. AN SSSR. Tekhn. kibernetika, 1980, no. 4, 29–36 | MR | Zbl

[9] Alekseichik M. I., “Dalneishaya formalizatsiya osnovnykh elementov antagonisticheskoi differentsialnoi igry”, Matematicheskii analiz i ego prilozheniya, 7, Rost. gos. un-t, Rostov-na-Donu, 1975, 191–199 | Zbl

[10] Subbotin A. I., Obobschennye resheniya uravnenii v chastnykh proizvodnykh pervogo poryadka. Perspektivy dinamicheskoi optimizatsii, In-t kompyut. issled., Moskva–Izhevsk, 2003

[11] Fleming W. H., “The Cauchy problem for degenerate parabolic equations”, J. Math. and Mech., 13:6 (1964), 987–1008 | MR | Zbl

[12] Kruzhkov S. N., “Obobschennye resheniya nelineinykh uravnenii pervogo poryadka so mnogimi nezavisimymi peremennymi. I”, Mat. sb., 70(112):3 (1966), 394–415 | MR | Zbl

[13] Kruzhkov S. N., “Nelineinye uravneniya pervogo poryadka i svyazannye s nimi differentsialnye igry”, UMN, 24:2 (1969), 227–228 | MR | Zbl

[14] Crandall M. G., Lions P.-L., “Viscosity solutions of Hamilton–Jacobi equations”, Trans. Amer. Math. Soc., 277:1 (1983), 1–42 | DOI | MR | Zbl

[15] Krasovskii N. N., “Igra sblizheniya–ukloneniya so stokhasticheskim povodyrem”, DAN SSSR, 237:5 (1977), 1020–1023 | MR

[16] Fleming W. H., “The convergence problem for differential games”, J. Math. Anal. and Appl., 3 (1961), 102–116 | DOI | MR | Zbl

[17] Krasovskii N. N., “Differentsialnye igry. Approksimatsionnye i formalnye modeli”, Mat. sb., 107(149):4 (1978), 541–571 | MR | Zbl

[18] Pontryagin L. S., Mischenko E. F., “Zadacha ob ubeganii odnogo upravlyaemogo ob'ekta ot drugogo”, DAN SSSR, 189:4 (1969), 721–723 | Zbl

[19] Ladyzhenskaya O. A., Solonnikov V. A., Uraltseva N. N., Lineinye i kvazilineinye uravneniya parabolicheskogo tipa, Nauka, M., 1967

[20] Liptser R. Sh., Shiryaev A. N., Statistika sluchainykh protsessov: Nelineinaya filtratsiya i smezhnye voprosy, Nauka, M., 1974 | MR | Zbl

[21] Kushner G. D., Stokhasticheskaya ustoichivost i upravlenie, Mir, M., 1969