A numerical method based on the complementarity and optimal control formulations for solving a family of zero-sum pursuit-evasion differential games
DOI10.1016/J.CAM.2019.112535zbMATH Open1432.49058OpenAlexW2981166890WikidataQ127019783 ScholiaQ127019783MaRDI QIDQ2292014FDOQ2292014
M. Shamsi, Z. Yazdaniyan, M. D. R. de Pinho, Z. Foroozandeh
Publication date: 31 January 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.112535
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optimal controlindirect methoddifferential complementarity systemsaddle-point solutionzero-sum pursuit-evasion differential game
Numerical methods based on nonlinear programming (49M37) Differential games and control (49N70) Pursuit and evasion games (49N75) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Existence theories for optimal control problems involving ordinary differential equations (49J15) Applications of optimal control and differential games (49N90)
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Cited In (8)
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- Uncertain stochastic hybrid zero-sum games based on forward uncertain difference equations and backward stochastic difference equations
- Dynamical Systems Coupled with Monotone Set-Valued Operators: Formalisms, Applications, Well-Posedness, and Stability
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- Optimal pursuit differential game problem for an infinite system of binary differential equations
- Dynamic optimization of nonlinear differential game problems using orthogonal collocation with analytical sensitivities
- Attack‐defense differential game to strength allocation strategies generation
- A numerical treatment based on Bernoulli Tau method for computing the open-loop Nash equilibrium in nonlinear differential games
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