On numerical solution of positional differential games with nonterminal payoff

We propose a numerical method for an approximate construction of the game value and optimal control laws in a linear-convex positional differential game with a quality index that evaluates the collection of deviations of the motion trajectory at given time moments from given targets. We show the algorithmic complexity of this method, details of software implementation, and results of numerical experiments.

Presented by the member of Editorial Board: B. T. Polyak