Theory of solution of differential games with side interests of the participants (Q2345812)

The following conflict game of \(N\) participants is considered in the \(n\)-dimensional Euclidean space. Namely, under the constraints \[ \begin{aligned} &\dot{x}(t)=\int_{W^{'}(t)}f(u,x,t)dq(u,t),\qquad t\in T=[t_0,t_1],\quad x=(x_1,\dots,x_n),\\ &x_j(t_0)=x_j^0,\qquad j=1,\dots,n,\\ &x_k(t_1)=x_k^{1},\qquad k\in K\subset \{1,\dots,n\},\end{aligned} \] where \(u=(u_1,\dots,u_N)\in W^{'}(t)=\cup_{k=1}^{N}W_k(t)\), \(W_{k}(t)\) being a compact set, maximize the functional \[ \int_{T}dt\int_{W_i(t)}f^{i}_{0}(u,x,t)dq(u,t),\qquad i=1,\dots,N. \] Here, \(q(u,t)=q_1(u_1,t),\dots,q_N(u_N,t)\), and \(q_i(u_i,t)\) is a mixed strategy. The author suggests new notions of equilibrium and a method for solving the formulated problem. Some examples are considered as application.