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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1997 Volume 62, Issue 5, Pages 725–743 (Mi mzm1659)

This article is cited in 3 papers

Saddle point for differential games with strongly convex-concave integrand

G. E. Ivanov

Moscow Institute of Physics and Technology

Abstract: On a fixed time interval we consider zero-sum nonlinear differential games for which the integrand in the criterion functional is a sufficiently strongly convex-concave function of chosen controls. It is shown that in our setting there exists a saddle point in the class of programmed strategies, and a minimax principle similar to Pontryagin's maximum principle is a necessary and sufficient condition for optimality. An example in which the class of games under study is compared with two known classes of differential games is given.

UDC: 517.9

Received: 07.02.1995
Revised: 02.07.1997

DOI: 10.4213/mzm1659


 English version:
Mathematical Notes, 1997, 62:5, 607–622

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