Mixed strategies for positional and quasi-positional functionals

Abstract

In this chapter we consider the same feedback control problem on the minimax of the quality index γ. However, now we will consider the case when the saddle point condition in a small game (see (5.1) and (10.2)) for the controlled System (3.1) or (10.1) is not valid. In this case the problem can be solved effectively within the framework of the mixed strategies (see the particular case in Section 2). The description of this Solution is the subject of the following sections.