An approach-evasion differential game: stochastic guide (Q643772)

The differential equation \[ \dot{x}=f(t,x,u,v), t_{0}\leq t\leq \vartheta, u\in P, v\in Q, \] is approached by a positional differential game. The time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta\) belongs to a set \(M\) inside a set N and the evasion up to the time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta\) belongs to the set \(M\) inside the set \(N\). Here \(P\) and \(Q\) are compact sets; \(M\) and \(N\) are closed sets. The paper is devoted to clarifying the connection between the descriptive alternative [\textit{N. N. Krasovskii} and \textit{A. I. Subbotin} [''Positional-differential games (Russian)''. Moscow: Izdat. 'Nauka' (1974; Zbl 0298.90067)] and the limit values of a solution of an appropriate boundary-value problem for the approximating parabolic equation, which degenerates as the diffusion term vanishes to a Hamilton-Jacobi type equation. Moreover, the scheme of conflict control with a stochastic guide is developed.