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Necessary conditions of optimality for a differential game with bounded state variables

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1 Author(s)
Taylor, J. ; Naval Postgraduate School, Monterey, CA, USA

First-order necessary conditions of optimality are examined for a two-person zero-sum deterministic differential game (an extension of Isaacs' "War of Attrition and Attack" [4]) with bounded state variables. Both players use closed-loop strategies. Multiplier conditions associated with the state constraints are shown to play a key role in the determination of optimal strategies.

Published in:

Automatic Control, IEEE Transactions on  (Volume:20 ,  Issue: 6 )