On the computation of the value of a differential game on the minimax of a positional functional (Q2736213)

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scientific article; zbMATH DE number 1638447
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    On the computation of the value of a differential game on the minimax of a positional functional
    scientific article; zbMATH DE number 1638447

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      29 August 2001
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      On the computation of the value of a differential game on the minimax of a positional functional (English)
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      This paper is concerned with a linear differential game with a cost which is the sum of function of the trajectory at different-prescribed in advance-times. This zero-sum game is related to a stochastic program of max-min associated to an auxiliary stochastic systems. The goal of the present paper is to establish and investigate this connection between differential game and stochastic model.
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