Abstract
In this paper two computational techniques are presented, to solve non-linear differential games which have a value. It is assumed that there may be interaction in the dynamics of the players and that the conflicting index of performance of the game is a scalar function of the final state of the players of the miss-distance type. The first of these techniques is based on the Newton-Raphson method in function space in association with one of the two following non-iterative procedures to solve linear differential games with quadratic pay-off function : the generalized Riccati transformation or the transition matrix method. The second computational technique presented is based on the gradient of the Hamiltonian function with respect to the strategies. Some numerical examples are given to illustrate the methods.
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