Abstract:
We describe an example of a three-dimensional linear differential game with convex compact sets of control. In this example, the integrand in Pontryagin's first direct method is discontinuous on a set of positive measure.
Keywords:linear differential game, Pontryagin direct method, convex compact set of control, stroboscopic strategy, Lebesgue measurability, Borel measurability, Aumann integral, Hausdorff metric, Cantor discontinuum.
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