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.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.