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Saddle point for differential games with strongly convex-concave integrand
Authors:G. E. Ivanov
Affiliation:(1) Moscow Institute for Physical Engineering (MFTI), Moscow, Russia
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. Translated fromMatematicheskie Zametki, Vol. 62, No. 5, pp. 725–743, November, 1997. Translated by N. K. Kulman
Keywords:zero-sum differential games  nonlinear differential games  criterion functional with strongly convexconcave integrand  minimax principle  Pontryagin's maximum principle  linear-quadratic game  geometrically constrained game
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