On Numerical Solution of Differential Games in Classes of Mixed Strategies

Abstract A zero-sum linear-convex differential game with a quality index that estimates a set of deviations of a motion trajectory at given instants of time from given target points is considered. A case when the saddle point condition in a small game, also known as Isaac's condition, does not hold is studied. The game is posed in classes of mixed control strategies of players. A numerical method for computing the game value and optimal strategies is elaborated. Results of numerical experiments in model examples are given.