Abstract
In the present treatment, a nonlinear system of anN-person nonzero-sum differential game is linearized with respect to the controls. It is shown that the optimal trajectory and the optimal costs of the linearized system lead, under certain conditions, to an approximation of the optimal trajectory and the optimal costs of the original nonlinear system.
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References
Pontryagin, L. S.,Ordinary Differential Equations, Addison-Wesley Publishing Company, Reading, Massachusetts, 1962.
Additional Bibliography
Starr, A. W., andHo, Y. C.,Nonzero-Sum Differential Games, Journal Optimization Theory and Applications, Vol. 3, No. 3, 1969.
Karvovskiy, G. S., andKuznetsov, A. D.,The Maximum Principle in Differential Games for N Players, Engineering Cybernetics, Vol. 4, No. 3, 1966.
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Communicated by Y. C. Ho
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Krikelis, N.J. A linearization method inN-person nonzero-sum differential games. J Optim Theory Appl 9, 359–363 (1972). https://doi.org/10.1007/BF00932934
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DOI: https://doi.org/10.1007/BF00932934