Control under Lack of Information

One of the basic aspirations of contemporary research in differential games is to produce a theory that would combine theoretical depth with the ability to ensure effective calculation and simulation of the solutions. Accumulating research in differential games, this book gives an account of how to design state and output feedback control strategies for a broad class of differential games (such as, pursuit, evasion, tracking, encounter, energy - minimum cost, etc), or more generally, for games with a "positional cost functional that satisfies the evolutionary optimality principle". This is done through specially developed techniques of open-loop stochastic control and some convexification procedures of nonlinear analysis with model examples worked out.