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 
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/
@article{UZERU_2005_2_a1,
     author = {A. G. Matevosyan},
     title = {Differential game of rapprochement with several target sets for stochastic linear systems},
     journal = {Proceedings of the Yerevan State University. Physical and mathematical sciences},
     pages = {11--16},
     year = {2005},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZERU_2005_2_a1/}
}
TY  - JOUR
AU  - A. G. Matevosyan
TI  - Differential game of rapprochement with several target sets for stochastic linear systems
JO  - Proceedings of the Yerevan State University. Physical and mathematical sciences
PY  - 2005
SP  - 11
EP  - 16
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/UZERU_2005_2_a1/
LA  - ru
ID  - UZERU_2005_2_a1
ER  - 
%0 Journal Article
%A A. G. Matevosyan
%T Differential game of rapprochement with several target sets for stochastic linear systems
%J Proceedings of the Yerevan State University. Physical and mathematical sciences
%D 2005
%P 11-16
%N 2
%U http://geodesic.mathdoc.fr/item/UZERU_2005_2_a1/
%G ru
%F UZERU_2005_2_a1

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

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.

[1] I.I. Gikhman, A.V. Skorokhod, Stokhasticheskie differentsialnye uravneniya, Naukova dumka, Kiev, 1968, 353 pp. | MR

[2] V. S. Pugachev, I. N. Sinitsyn, Stokhasticheskie differentsialnye sistemy, Nauka, Moskva, 1985 | MR

[3] N. N. Krasovskii, A. I. Subbotin, Pozitsionnye differentsialnye igry, Nauka, Moskva, 1974, 445 pp. | MR

[4] M. S. Gabrielyan, “Programmnye konstruktsii dlya igrovykh zadach pri m tselevykh mnozhestvakh.”, Izvestiya AN Arm. SSR, Mekhanika, 38:3 (1985), 55–65 | MR

[5] M. S. Gabrielyan, A. I. Subbotin, “Igrovye zadachi o vstreche s $m$ tselevymi mnozhestvami”, PMM, 43:2 (1979), 204–208 | MR

[6] M. S. Gabrielyan, A. G. Matevosyan, “Minimaksnoe pritselivanie pri neskolkikh tselevykh mnozhestvakh dlya poetapno menyayuschikhsya sobstvenno lineinykh stokhasticheskikh sistem”, Uchenye zapiski EGU, 2003, no. 2, 25–29

[7] R. Sh. Liptser, A. N. Shiryaev, Statistika sluchainykh protsessov, Nauka, Moskva, 1974, 696 pp. | MR