Abstract:
The article discusses the formalization of the differential game, proposed in Sverdlovsk-Ekaterinburg: strategy classes, generalized motion, value, and the saddle point of the game. On the basis of unification of the game can be traced out to a generalized minimax Hamilton–Jacobi equations. On the basis of a degenerate parabolic equations are constructed minimax and maximin control scheme with stochastic leader.
Keywords:unification of the game, Hamilton–Jacobi equation, the degeneracy of the parabolic equation, stochastic leader.