[00219] Approximation methods for solving pursuit-evasion differential game
Session Time & Room : 3E (Aug.23, 17:40-19:20) @G402
Type : Contributed Talk
Abstract : In this study we present an appropriate singular, zero-sum, linear-quadratic differential
game. One of the main features of this game is that the weight matrix of the minimizer’s control
cost in the cost functional is singular. Due to this singularity, the game cannot be solved either by
applying the Isaacs MinMax principle, or the Bellman–Isaacs equation approach. As an application,
we introduced an pursuit-evasion differential game with an appropriate regularized cost functional and
developed an appropriate dual representation. Developing the variational derivatives of this
regularized cost functional, we apply several approximation methods and show how the numerical
results coincide with the dual representation.
