Differential games with open-loop saddle point conditions

Abstract

Zero-sum differential games are considered in which one or both of the players are restricted to use open-loop control. It is shown that the first-order necessary conditions for such problems are identical to the first-order necessary conditions for the usual form of a differential game, where both players use closed-loop control laws. An investigation of the conjugate point condition for a special class of games shows that this condition is not the same but depends on the type of solution sought. For games where one or both of the players use open-loop control, there are two conjugate point conditions that must be satisfied. This differs from games in which both players use closed-loop control, where there is only one conjugate point necessary condition.