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.