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A real-time closed-loop solution method for a class of nonlinear differential games

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1 Author(s)
Anderson, G.M. ; Air Force Institute of Technology, Wright-Patterson AFB, OH, USA

This correspondence presents a method for generating near-optimal closed-loop solutions to fixed time differential games with unconstrained controls by periodically updating the solution to the two-point boundary-value problem obtained by the application of the necessary condition for a saddle-point solution. This method should permit the real-time closed-loop solution of this class of games using a digital or hybrid computer.

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Automatic Control, IEEE Transactions on  (Volume:17 ,  Issue: 4 )