Differential inclusions with unbounded right-hand side: Existence and relaxation theorems

For a conflict-controlled dynamical system whose motion is described by neutraltype functional differential equations in Hale’s form and for a quality index that evaluates the motion history realized up to the terminal instant of time, we consider a differential game in the class of control-with-guide strategies. We construct an approximating differential game in the class of pure positional strategies in which the motion of a conflict-controlled system is described by ordinary differential equations and the quality index is terminal. We show that the value of the approximating game gives the value of the original game in the limit, and that the optimal strategies in the original game can be constructed by using the optimal motions of the approximating game as guides.