Robust strategies for differential games under uncertain dynamics and the relation to robust H∞ control

This paper deals with the robust strategy for a class of differential games under uncertain dynamics. In this game, no player knows precisely model of the game, and time-varying uncertainty enters in all matrices. The notion of robust strategy is proposed based on global performance index, and a mini-max strategy for pursuer and a max-min strategy for evader turn out to be the robust strategy by constructing two auxiliary differential games with completely known parameters. It is shown that the mini-max strategy of pursuer coincides with robust H∞ control. Simulation results illustrate the correctness of the proposed theory.