On question about extension of maximin problem with phase constraints

Abstract

We study the asymptotic behavior of maximin values of a payoff function, when relaxed constraints are tightened. The payoff function depends on the trajectories of controlled systems of the first and second player. An extension in the class of the Radon measures is used. The asymptotic equivalence between two types of the constraints relaxations is shown. © 2013 Artem Baklanov