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Quasi-optimal feedback for linear differential games. (English) Zbl 0593.90094
Analysis and algorithms of optimization problems, Lect. Notes Control Inf. Sci. 82, 168-184 (1986).
[For the entire collection see Zbl 0587.00010.]
We consider linear differential games governed by deterministic and stochastic equations and they are viewed as perturbed linear control systems for which a previous result of the authors is applied. In both cases, deterministic and stochastic, the analysis is made from the point of view of the first player and the strategy is found in feedback form without appealing to the solution of the Hamilton-Jacobi equations.
MSC:
91A23 Differential games (aspects of game theory)
91A60 Probabilistic games; gambling
93E20 Optimal stochastic control