An algorithm for the numerical solution of linear differential games

Abstract

A numerical algorithm for the construction of stable Krasovskii bridges, Pontryagin alternating sets, and also of piecewise program strategies solving two-person linear differential (pursuit or evasion) games on a fixed time interval is developed on the basis of a general theory. The aim of the first player (the pursuer) is to hit a prescribed target (terminal) set by the phase vector of the control system at the prescribed time. The aim of the second player (the evader) is the opposite. A description of numerical algorithms used in the solution of differential games of the type under consideration is presented and estimates of the errors resulting from the approximation of the game sets by polyhedra are presented.