Anytime computation algorithms for approach-evasion differential games

Abstract — This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player desires to achieve the opposite. We propose a class of novel anytime computation algorithms, analyze their convergence properties and verify their performance via a number of numerical simulations. Our algorithms significantly outperform the multi-grid method for the approach-evasion differential games both theoretically and numerically. Our technical approach leverages incremental sampling in robotic motion planning and viability theory. I