A weak approximation framework converts mixed-strategy zero-sum differential games into pure-strategy stochastic differential games, enabling synthesis of near-optimal mixed strategies via control-space discretization with O(max commitment delay) error bounds.
Let K(t, x) = Z(t, x)⊤Ξ(t)Z(t, x), the optimization problem is equivalently transformed as max 0⪯K(t,x)⪯I tr n diag{˜λi}d2 i=1K(t, x) o
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Near-Optimal Mixed Strategy for Zero-Sum Differential Games
A weak approximation framework converts mixed-strategy zero-sum differential games into pure-strategy stochastic differential games, enabling synthesis of near-optimal mixed strategies via control-space discretization with O(max commitment delay) error bounds.