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New results in the theory of differential games with information time lag

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Abstract

The results contained herein provide a rigorous formulation of a broad class of differential games with information time lag and present a theoretical analysis for treating such games. This analysis extends the so-called Hamilton-Jacobi theory of optimal control and the main equation analysis developed by Isaacs to treat differential games with information time lag. Necessary and sufficient conditions satisfied by thepotential value function are developed to indicate the strategy-synthesis procedure for differential games with information time lag.

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References

  1. Behn, R. D., andHo, Y. C.,On a Class of Linear Stochastic Differential Games, IEEE Transactions on Automatic Control, Vol. AC-13, No. 3, 1968.

  2. Rhodes, I. B., andLuenberger, D. G.,Differential Games with Imperfect State Information, IEEE Transactions on Automatic Control, Vol. AC-14, No. 1, 1969.

  3. Willman, W. W.,Formal Solutions for a Class of Stochastic Pursuit-Evasion Games, IEEE Transactions on Automatic Control, Vol. AC-14, No. 4, 1969.

  4. Ciletti, M. D.,Results in the Theory of Linear Differential Games with an Information Time Lag, Journal of Optimization Theory and Applications, Vol. 5, No. 5, 1970.

  5. Ciletti, M. D.,Open-Loop Equilibrium Strategies for an N-Person, Nonzero-Sum Differential Game with Information Time Lag, Differential Games and Related Topics, Edited by H. W. Kuhn and G. P. Szego, North Holland Publishing Company, Amsterdam, Holland, 1971.

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  6. Ciletti, M. D.,On a Class of Deterministic Differential Games with Imperfect Information, University of Notre Dame, Department of Electrical Engineering, TR No. EE-679, 1967.

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Authors and Affiliations

  1. Frank J. Seiler Research Laboratory (AFSC), USAF Academy, Colorado

    Michael D. Ciletti (Research Associate and Assistant Professor of Electrical Engineering)

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  1. Michael D. Ciletti
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Communicated by G. Leitmann

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Ciletti, M.D. New results in the theory of differential games with information time lag. J Optim Theory Appl 8, 287–315 (1971). https://doi.org/10.1007/BF00931884

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  • DOI: https://doi.org/10.1007/BF00931884

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