Syntheses of differential games and pseudo-Riccati equations (Q1608790)

For differential games such as linear dynamical systems with nonquadratic payoff functionals it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution. For differential game problems of Mayer type, the existence of a regular solution is proved under certain assumptions. Its constructive expression can be found by solving an algebraic equation with time parameter.