ON CALCULATING THE VALUE OF A DIFFERENTIAL GAME IN THE CLASS OF COUNTER STRATEGIES

oai:ojs.umj.uran.ru:article/41For a linear dynamic system with control and disturbance, a feedback control problem is considered, in which the Euclidean norm of a set of deviations of the system’s motion from given targets at given times is optimized. The problem is formalized into a differential game in “strategy-counterstrategy” classes. A game value computing procedure, which reduces the problem to a recursive construction of upper convex hulls of auxiliary functions, is justified. Results of numerical simulations are presented.