Geodesic
On calculating the value of a differential game in the class of counter strategies
Ural mathematical journal, Tome 2 (2016) no. 1, pp. 38-47

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For a linear dynamical system with control and disturbance, a feedback control problem is considered, in which the Euclidean norm of a set of deviations of the system's motion from given targets at given instants of time is optimized. The problem is formalized into a differential game in “strategy-counter strategy” classes. A game value computing procedure which reduces the problem to a recursive construction of upper convex hulls of auxiliary functions is justified. Results of numerical simulations are presented.
Keywords: Differential games, Value of the game, Saddle point, Counter strategies. 
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Mikhail I. Gomoyunov; Dmitry V. Kornev. On calculating the value of a differential game in the class of counter strategies. Ural mathematical journal, Tome 2 (2016) no. 1, pp. 38-47. http://geodesic.mathdoc.fr/item/UMJ_2016_2_1_a3/