Linear differential games (analytic theory on the basis of alternating integration) (Q914571): Difference between revisions

The paper continues the analytical theory of solving linear differential games of pursuit worked out by the authors in Sov. Math., Dokl. 30, 216- 218 (1984); translation from Dokl. Akad. Nauk SSSR 277, 1063-1066 (1984; Zbl 0589.90101) and Math. USSR, Sb. 59, 129-154 (1988); translation from Mat. Sb., Nov. Ser. 131(173), No.2, 131-158 (1986; Zbl 0626.90108). A closed-loop strategy u(t,z) bringing a system \(\dot z=Cz-u+v\), \(t\geq 0\), \(z(0)=z_ 0\), \(u\in P\), \(v\in Q\) (P and Q are convex compacta) onto a convex terminal set M no later than at time \(T(z_ 0)\) is constructed. Here T(z) is the minimum of \(\tau\geq 0\) such that \(e^{\tau C}\in W_{\tau}\) or (equivalently) (*) \(F(z,\tau)=0\); \(W_{\tau}\) is the alternated integral [see the first author, Mat. Sb., Nov. Ser. 112(154), 307-330 (1980; Zbl 0445.90118)], and (**) \(F(z,\tau)=- \min_{\psi}c(\psi)\), \(| \psi | =1\), where c(\(\psi\)) is the support functional for the set \(W_{\tau}-e^{\tau C}z\). Certain smoothness conditions for the boundaries of \(W_{\tau}\) and P are accepted. The strategy u(t,z) being substituted into the system equation ensures keeping (*) with \({\dot \tau}\leq 1\) along any motion. For the local analysis two cases are of importance: (i) \(\psi =\psi (z,\tau)\) providing min in (**) is not orthogonal to \(P_{\tau}=e^{\tau C}P\), and (ii) \(\psi\) is orthogonal to \(P_{\tau}\). For (i) an explicit expression for \({\dot \tau}\) leads to the condition: u(t,z) maximizes \((e^{\tau C}u,\psi)\). For (ii) \({\dot \tau}\) does not depend on u, and u(t,z) is found by differentiation of the orthogonality condition.