Geodesic
Differential game of rapprochement with several target sets for stochastic linear systems
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2005), pp. 11-16

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The problem of rapprochement with $m$ target sets when movement of system is described by system of the linear stochastic differential equations is considered. The stochastic hypothetical mismatch is constructed. The stochastic differential of a hypothetical mismatch gives a condition for definition of extreme strategy. 
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     title = {Differential game of rapprochement with several target sets for stochastic linear systems},
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A. G. Matevosyan. Differential game of rapprochement with several target sets for stochastic linear systems. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2005), pp. 11-16. http://geodesic.mathdoc.fr/item/UZERU_2005_2_a1/