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Singular differential game numerical techniques

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Abstract

This paper develops a numerical technique to solve a class of zero-sum differential games with singular control. By using this technique and the application of inverse systems, a near-optimal closed-loop technique is developed to generate a numerical solution to this class of problems.

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References

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Forouhar, K., Leondes, C.T. Singular differential game numerical techniques. J Optim Theory Appl 37, 69–87 (1982). https://doi.org/10.1007/BF00934367

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