Approximation error in a linear differential game (Q1058471)

A linear extensive two-person differential game is discussed, where the objective of one player is to bring the system to a specified target set at a specified time. The other player has opposing interest. The solution of the game is understood to mean the set of all initial positions from which attainment of the target set is possible. Together with the primary game, an approximating differential game is introduced. The proximity of the primary and approximating games is estimated in the case where the target set is not necessarily convex. A more precise estimate (upper bound) is obtained under the additional assumption of convexity.