Abstract
The saddle point equilibrium control problem is of great importance in differential game theory. In this paper, we investigated the optimistic value model for the saddle point equilibrium control problem based on multi-dimensional uncertain differential equations with jumps. The equilibrium equation for the proposed model is presented. Then a linear quadratic game optimistic value model and a bang-bang game optimistic value model are discussed, respectively. Finally, some applications are analysed by the results obtained in this paper.
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