A near-optimal closed-loop solution method for nonsingular zero-sum differential games

This paper presents a method for generating nearoptimal closed-loop solutions to zero-sum perfect information differential games with and without the final time explicitly specified, and with and without control constraints. This near-optimal closed-loop solution is generated by periodically updating the solution to the two-point boundary-value problem obtained by the application of the necessary conditions for a saddle-point solution. The resulting updated open-loop control is then used between updating intervals. Three examples are presented to illustrate the application of this method.