Stochastic control in a determinate differential pursuit–evasion game

In the paper, on the material of originally determinate differential game on minimax-maximin time up to the encounter of the controlled object with the wanted target is discussed a formalization, on which the theory of probabilities plays an important role. We tracked the way from descriptive theorems of existence of a price and saddle point in the original game to the principal result, namely, formation of approximation minimax and maximin controls on the basis of stochastic guides in feedback circuits.

Presented by the member of Editorial Board: A. I. Kibzun