Abstract

A hierarchical differential two-person game is formulated, with the dynamics described by a non-linear differential equation of fairly general form, and containing the terminal payoff functions. The formalization of an antagonistic differential game introduced in /1, 2/ is used to determine the optimal strategies and to reveal their structure. The optimal strategies forming the Pareto point /3/ of the set of equilibrium coalition strategies, unimprovable for the upper level player are described. The basic assumptions (declaration by the player of the upper strategy level up to the stary of the game, and the rationality of the choice of the strategy by the lower level player) go back to /4, 5/, where the static models were studied. Hierarchical dynamic games were studied, in particular, in /6–8/. The present paper is related to the work done in /1, 2, 6, 9–11/.

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