The Search of Equilibrium Strategies for Controlled Boundary Value Problem

The present paper is focused on the finite‐time differential game of m players with nonzero sum. The principal difference from regular cases consists in the fact that the states of players are subordinated to boundary value system of ordinary differential equations (rather than the initial value system). By the end of the game we understand the equilibrium situation and our purpose is to design a well‐founded suitable method for the equilibrium control search.