On Some Pursuit and Evasion Differential Game Problems for ... · One will say that pursuit can be...

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Hindawi Publishing Corporation Journal of Applied Mathematics Volume 2012, Article ID 717124, 13 pages doi:10.1155/2012/717124 Research Article On Some Pursuit and Evasion Differential Game Problems for an Infinite Number of First-Order Differential Equations Abbas Badakaya Ja’afaru 1 and Gafurjan Ibragimov 1, 2 1 Department of Mathematics, Universiti Putra Malaysia, Serdang, 43400 Selangor, Malaysia 2 Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia, Serdang, 43400 Selangor, Malaysia Correspondence should be addressed to Abbas Badakaya Ja’afaru, [email protected] Received 25 January 2012; Accepted 6 May 2012 Academic Editor: Debasish Roy Copyright q 2012 A. B. Ja’afaru and G. Ibragimov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We study pursuit and evasion dierential game problems described by infinite number of first- order dierential equations with function coecients in Hilbert space l 2 . Problems involving integral, geometric, and mix constraints to the control functions of the players are considered. In each case, we give sucient conditions for completion of pursuit and for which evasion is possible. Consequently, strategy of the pursuer and control function of the evader are constructed in an explicit form for every problem considered. 1. Introduction The books by Friedman 1, Isaacs 2, Krasovski˘ ı and Subbotin 3, Lewin 4, Petrosyan 5, and Pontryagin 6 among others are fundamental to the study of dierential games. Many works are devoted to dierential game problems described by both ordinary dierential equations in R n and partial dierential equations. In particular, pursuit and evasion dierential game problems involving distributed parameter systems are of increasing interest see, e.g., 714. Satimov and Tukhtasinov 10, 11 studied pursuit and evasion problems described by the parabolic equation z t Az u v, z| t0 z 0 x, z| S T 0, 1.1 where z zt, x is unknown function; x x 1 ,x 2 ,...,x n Ω R n ,n 1 is parameter in a bounded domain Ω; t 0,T ,T> 0; u ut, x,v vt, x are control functions of the

Transcript of On Some Pursuit and Evasion Differential Game Problems for ... · One will say that pursuit can be...

Page 1: On Some Pursuit and Evasion Differential Game Problems for ... · One will say that pursuit can be completed in the game G 1 resp., G 2,G 3 from an initial position z 0, if there

Hindawi Publishing CorporationJournal of Applied MathematicsVolume 2012, Article ID 717124, 13 pagesdoi:10.1155/2012/717124

Research ArticleOn Some Pursuit and EvasionDifferential Game Problems for an Infinite Numberof First-Order Differential Equations

Abbas Badakaya Ja’afaru1 and Gafurjan Ibragimov1, 2

1 Department of Mathematics, Universiti Putra Malaysia, Serdang, 43400 Selangor, Malaysia2 Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia,Serdang, 43400 Selangor, Malaysia

Correspondence should be addressed to Abbas Badakaya Ja’afaru, [email protected]

Received 25 January 2012; Accepted 6 May 2012

Academic Editor: Debasish Roy

Copyright q 2012 A. B. Ja’afaru and G. Ibragimov. This is an open access article distributed underthe Creative Commons Attribution License, which permits unrestricted use, distribution, andreproduction in any medium, provided the original work is properly cited.

We study pursuit and evasion differential game problems described by infinite number of first-order differential equations with function coefficients in Hilbert space l2. Problems involvingintegral, geometric, and mix constraints to the control functions of the players are considered. Ineach case, we give sufficient conditions for completion of pursuit and for which evasion is possible.Consequently, strategy of the pursuer and control function of the evader are constructed in anexplicit form for every problem considered.

1. Introduction

The books by Friedman [1], Isaacs [2], Krasovskiı and Subbotin [3], Lewin [4], Petrosyan [5],and Pontryagin [6] among others are fundamental to the study of differential games.

Many works are devoted to differential game problems described by both ordinarydifferential equations in Rn and partial differential equations. In particular, pursuit andevasion differential game problems involving distributed parameter systems are of increasinginterest (see, e.g., [7–14]).

Satimov and Tukhtasinov [10, 11] studied pursuit and evasion problems described bythe parabolic equation

zt −Az = −u + v, z|t=0 = z0(x), z|ST = 0, (1.1)

where z = z(t, x) is unknown function; x = (x1, x2, . . . , xn) ∈ Ω ⊂ Rn, n ≥ 1 is parameter ina bounded domain Ω; t ∈ [0, T], T > 0; u = u(t, x), v = v(t, x) are control functions of the

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players; ST = {(x, t)|x ∈ ∂Ω, t ∈ (0, T)},A is a differential operator defined in the space L2(Ω).In this problem, the authors used the fact in [15] that under certain conditions, the problem(1.1) has a unique generalized (in the sense of distribution) solution of the form

z(t, x) =∞∑

k=1

zk(t)ψk(x), (1.2)

where the functions zk(t), 0 ≤ t ≤ T , k = 1, 2, . . ., constitute the solution of the Cauchyproblem for the following infinite system of differential equations and initial conditions:

zk + λkzk = −uk(t) + vk(t), zk(0) = z0k, k = 1, 2, . . . , (1.3)

and λk, k = 1, 2, . . ., satisfying the condition that 0 < λ1 ≤ λ2 ≤ · · · → ∞, are eigenvaluesof the operator A, the functions ψk(x), k = 1, 2, . . ., constitute an orthonormal and completesystem of eigenfunctions of the operatorA, uk(t), vk(t), and z0k are the Fourier coefficients inthe expansion of u(t, x), v(t, x), and z0(x), respectively, in the system {ψk(x)}.

The work above shows the significant relationship between differential gameproblems described by (1.1) in one side and those described by (1.3) in the other side.Therefore, it is logical to study the latter in an independent frame work (see, e.g., [16, 17]).

In the present paper, we solve pursuit and evasion problems described by system (1.3),with function coefficients λk, k = 1, 2, . . . instead of constants coefficients considered in theprevious study. Different forms of constraints on the controls of the players are considered.

2. Statement of the Problem

Let

l2 =

{α = (α1, α2, . . .) :

∞∑

k=1

α2k <∞}, (2.1)

with inner product and norm

⟨α, β⟩=

∞∑

k=1

αkβk, α, β ∈ l2, ‖α‖ =

( ∞∑

k=1

α2k

)1/2

,

‖w(·)‖L2(0,T,l2) =

( ∞∑

k=1

∫T

0w2k(s)ds

)1/2

.

(2.2)

Let

L2(0, T, l2) ={w(t) = (w1(t), w2(t), . . .) : ‖w(·)‖L2(0,T,l2) <∞, wk(·) ∈ L2(0, T)

}, (2.3)

where T, T > 0, is a given number.

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Journal of Applied Mathematics 3

We examine a pursuit and evasion differential game problems described by thefollowing infinite system of differential equations

zk(t) + λk(t)zk(t) = −uk(t) + vk(t), zk(0) = zk0, k = 1, 2, . . . , (2.4)

where zk, uk, vk ∈ R1, k = 1, 2, . . . , z0 = (z10, z20, . . .) ∈ l2, uk, vk, . . ., are control parametersof pursuer and evader respectively, λk(t), k = 1, 2, . . ., are bounded, non-negative continuousfunctions on the interval [0, T] such that λk(0) = 0, k = 1, 2, . . ..

Definition 2.1. A function w(·), w : [0, T] → l2, with measurable coordinates wk(t), 0 ≤ t ≤T, k = 1, 2, . . ., subject to

∞∑

k=1

∫T

0w2k(s)ds ≤ ρ2

( ∞∑

k=1

w2k(t) ≤ ρ2, t ∈ [0, T]

), (2.5)

where ρ is a positive number, is referred to as an admissible control subject to integralconstraint (resp., geometric constraint).

We denote the set of all admissible controls with respect to integral constraint by S1(ρ)and with respect to geometric constraint by S2(ρ).

The control u(·) = (u1(·), u2(·), . . .) of the pursuer and v(·) = (v1(·), v2(·), . . .) of theevader are said to be admissible if they satisfy one of the following conditions

( ∞∑

k=1

∫T

0u2k(s)ds

)1/2

≤ ρ,( ∞∑

k=1

∫T

0v2k(s)ds

)1/2

≤ σ, (2.6)

( ∞∑

k=1

u2k(t)

)1/2

≤ ρ, t ∈ [0, T],

( ∞∑

k=1

v2k(t)

)1/2

≤ σ, t ∈ [0, T], (2.7)

( ∞∑

k=1

∫T

0u2k(s)ds

)1/2

≤ ρ,( ∞∑

k=1

v2k(t)

)1/2

≤ σ, t ∈ [0, T], (2.8)

( ∞∑

k=1

u2k(t)

)1/2

≤ ρ, t ∈ [0, T],

( ∞∑

k=1

∫T

0v2k(s)ds

)1/2

≤ σ, (2.9)

where ρ and σ are positive constants. We will call the system (2.4) in which u(·) and v(·)satisfy inequalities (2.6) (resp., (2.7), (2.8), and (2.9)), game G1 (resp., G2, G3, G4).

Definition 2.2. A function z(t) = (z1(t), z2(t), . . .), 0 ≤ t ≤ T , is called the solution of the system(2.4) if each coordinate zk(t)

(i) is absolutely continuous and almost everywhere on [0, T] satisfies (2.4),

(ii) z(·) ∈ C(0, T ; l2).

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Definition 2.3. A function

U(t, v), U : [0, T] × l2 → l2 (2.10)

is referred to as the strategy of the pursuer with respect to integral constraint if:

(1) for any admissible control of the evader v = v(t), t ∈ [0, T], the system (2.4) has aunique solution at u = u(t, v1(t), v2(t), . . .),

(2) U(·, v(·)) ∈ S1(ρ).

In a similar way, we define strategy of the pursuer with respect to geometric constraint.

Definition 2.4. One will say that pursuit can be completed in the game G1 (resp., G2, G3) froman initial position z0, if there exists a strategy of the pursuer to ensure that z(t) = 0 for somet ∈ [0, T] and for any admissible control of the evader v(·), where z(t) is the solution to (2.4).

Definition 2.5. One will say that pursuit can be completed in the game G4 from an initialposition z0, if for arbitrary ε > 0, there exists a strategy of the pursuer to ensure that ‖z(t)‖ ≤ εfor some t ∈ [0, T] and for any admissible control of the evader v(·), where z(t) is the solutionto (2.4).

Definition 2.6. One will say that evasion is possible in the gameG1 (resp.,G2, G3, G4) from theinitial position z0 /= 0, if there exists a function v(t) ∈ S1(σ) (v(t) ∈ S2(σ), v(t) ∈ S2(σ), v(t) ∈S1(σ)) such that, for arbitrary function u0(t) ∈ S1(ρ) (u0(t) ∈ S2(ρ), u0(t) ∈ S1(ρ), u0(t) ∈S2(ρ)), the solution z(t) of (2.4) does not vanish, that is, z(t)/= 0 for any t ∈ [0, T].

The problem is to find

(1) conditions on the initial state z0 for which pursuit can be completed for a finite time;

(2) conditions for which evasion is possible from any initial position z0 /= 0 in thedifferential game Gi, for i = 1, 2, 3, 4.

In problems 1 and 2, different forms of constraints on the controls of the players are to beconsidered.

3. Differential Game Problem

The kth equation in (2.4) has a unique solution of the form

zk(t) = e−αk(t)(zk0 −

∫ t

0uk(s)eαk(s)ds +

∫ t

0vk(s)eαk(s)ds

), (3.1)

where αk(t) =∫ t0 λk(s)ds.

It has been proven in [18] that the solution z(t) = (z1(t), z2(t), . . .) of (2.4), wherezk, k = 1, 2, . . . defined by (3.1), belongs to the space C(0, T ; l2).

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Journal of Applied Mathematics 5

Let

Y =

{z0 = (z10, z20, . . .) | ∃k = j : z2j0 ≤

ρ2

4, Aj(t) ≥ 1

},

Y1(T) =

{z0 = (z10, z20, . . .) |

∞∑

k=1

z2k0Ak(T)

≤ (ρ − σ)2},

Y2(T) =

{z0 = (z10, z20, . . .) |

∞∑

k=1

z2k0

B2k(T)

≤ (ρ − σ)2},

Y3(T) =

{z0 = (z10, z20, . . .) | ‖z0‖ + σ2

εsupk

Ak(T) ≤ ρT, ε > 0

},

(3.2)

where Ak(T) =∫T0 e

2αk(s)ds and Bk(T) =∫T0 e

αk(s)ds.

3.1. Pursuit Differential Game

Theorem 3.1. If ρ ≥ σ then from the initial position z0 ∈ Y1(T), pursuit can be completed in thegame G1.

Proof. Let define the pursuer’s strategy as

uk(t) =

{zk0A−1

k (T)eαk(t) + vk(t), 0 ≤ t ≤ T,0, t > T.

(3.3)

The admissibility of this strategy follows from the relations

( ∞∑

k=1

∫T

0u2k(s)ds

)1/2

=

( ∞∑

k=1

∫T

0

∣∣∣zk0A−1k (T)eαk(s) + vk(s)

∣∣∣2ds

)1/2

≤( ∞∑

k=1

∫T

0

(∣∣∣zk0A−1k (T)eαk(s)

∣∣∣ + |vk(s)|)2ds

)1/2

≤( ∞∑

k=1

∫T

0

∣∣∣zk0A−1k (T)eαk(s)

∣∣∣2ds

)1/2

+

( ∞∑

k=1

∫T

0|vk(s)|2ds

)1/2

≤( ∞∑

k=1

z2k0A−1k (T)

)1/2

+ σ

= ρ − σ + σ = ρ,

(3.4)

here we used the Minkowski inequality and the fact that z0 ∈ Y1(T).

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6 Journal of Applied Mathematics

Suppose that the pursuer uses the strategy (3.3), one can easily see that for anyadmissible control of the evader zk(T) = 0, k = 1, 2, . . ., that is,

zk(T) = e−αk(T)(zk0 −

∫T

0zk0A

−1k (T)e2αk(s)ds

)

= e−αk(T)(zk0 − zk0) = 0.

(3.5)

Therefore, pursuit can be completed in the game G1. This ends the proof of the theorem.

Theorem 3.2. If ρ ≥ σ then from the initial position z0 ∈ Y2(T), pursuit can be completed in thegame G2.

Proof. We define the pursuer’s strategy as

uk(t) =

{zk0B

−1k (T) + vk(t), 0 ≤ t ≤ T,

0, t > T.(3.6)

The inclusion u(·) ∈ S2(ρ) follows from the relations

( ∞∑

k=1

u2k(t)

)1/2

=

( ∞∑

k=1

∣∣∣zk0B−1k (T) + vk(t)

∣∣∣2)1/2

≤( ∞∑

k=1

(∣∣∣zk0B−1k (T)

∣∣∣ + |vk(t)|)2)1/2

≤( ∞∑

k=1

∣∣∣zk0B−1k (T)

∣∣∣2)1/2

+

( ∞∑

k=1

|vk(t)|2)1/2

= ρ − σ + σ = ρ,

(3.7)

here we used the Minkowski inequality and the fact that z0 ∈ Y2(T).Suppose that the pursuer uses the strategy (3.6). One can easily see that zk(T) = 0, k =

1, 2, . . ., that is,

zk(T) = e−αk(T)(zk0 −

∫T

0zk0B

−1k (T)eαk(s)ds

)

= e−αk(T)(zk0 − zk0) = 0.

(3.8)

Therefore, pursuit can be completed in the gameG2. This completes the proof of the theorem.

Theorem 3.3. If ρ ≥ σ and z0 ∈ Y1(T) at some T ∈ (0, T], then pursuit can be completed in the gameG3.

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Journal of Applied Mathematics 7

Proof. Suppose, as contained in the hypothesis of the theorem, that z0 ∈ Y1(T), T ∈ (0, 1] andlet v0(t) be an arbitrary admissible control of the evader.

Let the pursuer use the strategy u(t) = (u1(t), u2(t), . . .) defined by

uk(t) =

{zk0A

−1k (T)eαk(t) + v0k(t), 0 ≤ t ≤ T,

0, t > T.(3.9)

Then, using (3.1), we have

z(T) = e−αk(T)(zk0 −

∫T

0zk0A

−1k (T)e2αk(t)ds

)

= e−αk(T)(zk0 − zk0) = 0.

(3.10)

We now show the admissibility of the strategy used by the pursuer. From the inclusion v0(t) ∈S2(σ) we can deduce that

( ∞∑

k=1

∫T

0v20k(s)ds

)1/2

≤ σ√T, (3.11)

( ∞∑

k=1

∫T

0u2k(s)ds

)1/2

=

( ∞∑

k=1

∫T

0

∣∣∣zk0A−1k (T)eαk(s) + v0k(s)

∣∣∣2ds

)1/2

≤( ∞∑

k=1

∫T

0

(∣∣∣zk0A−1k (T)eαk(s)

∣∣∣ + |vk(s)|)2ds

)1/2

≤( ∞∑

k=1

∫T

0

∣∣∣zk0A−1k (T)eαk(s)

∣∣∣2ds

)1/2

+

( ∞∑

k=1

∫T

0|v0k(s)|2ds

)1/2

≤( ∞∑

k=1

z2k0A−1k (T)

)1/2

+ σ√T

= ρ − σ + σ√T ≤ ρ,

(3.12)

recall that T ∈ (0, 1] and (3.11). This completes the proof.

Theorem 3.4. For arbitrary ρ > 0, σ > 0 and initial position z0 ∈ Y3(T), pursuit can be completedin the game G4.

Proof. Let v0 be an arbitrary admissible control function of the evader. When the pursueruses the admissible control function

uk(t) = zk0T−11 e−αk(t), k = 1, 2, . . . , 0 ≤ t ≤ T1, (3.13)

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8 Journal of Applied Mathematics

for time T1 = ‖z0‖ρ−1, the solution (3.1) of (2.4) becomes

zk(T1) = e−αk(T1)∫T1

0v0k(s)eαk(s)ds. (3.14)

Then for arbitrary positive number ε, it is obvious that either

(1) ‖z(T1)‖ ≤ ε, or(2) ‖z(T1)‖ > ε.

If (1) is true then the proof is complete. Obviously T1 ≤ T .Suppose that (1) is not true then (2) must hold. We now assume that z0 = z(T1) and

repeat previous argument by setting

uk(t) = zk0(T1)T−12 e−αk(t), k = 1, 2, . . . , 0 ≤ t ≤ T2, (3.15)

with time T2 = ‖z(T1)‖ρ−1 (we will later prove that the sum of Ti is less than or equal to T).For this step the solution (3.1) becomes

zk(T1 + T2) = e−αk(T2)∫T2

0v0k(T1 + s)eαk(s)ds. (3.16)

Yet again, we have either of the following cases holding:

(1) ‖z(T1 + T2)‖ ≤ ε, or(2) ‖z(T1 + T2)‖ > ε.

If (1) holds then the game is completed in the time T1 + T2, else we assume z0 = z0(T1 + T2)and repeat the process again and so on.

We now proof a claim that the game will be completed before nth finite step, where

n =

⌈σ2supkAk(T)

ε2

⌉. (3.17)

Note that the existence of the supreme of the sequenceA1(T), A2(T), . . ., follows from the factthat λ1(t), λ2(t), . . . is a bounded sequence of continuous functions and t ∈ [0, T].

Suppose that it is possible that the game can continue for nth step. In this case, wemust have

n∑

i=1

σ2i ≤ σ2. (3.18)

But in the first instance, we have

|zk(T1)|2 ≤ e−2αk(T1)∫T1

0v20k(s)ds

∫T1

0e2αk(s)ds ≤ sup

k

Ak(T)∫T1

0v20k(s)ds, (3.19)

here we used (3.14) and Cauchy-Schwarz inequality.

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Journal of Applied Mathematics 9

Therefore,

‖z(T1)‖2 ≤ supk

Ak(T)∞∑

k=1

∫T1

0v20k(s)ds = sup

k

Ak(T)σ21 , (3.20)

and by using the assumption that ‖z(T1)‖ > ε, we have

σ21 >

ε2

supkAk(T). (3.21)

Since the right hand side of this inequality is independent of n, we can conclude that

σ2n >

ε2

supkAk(T). (3.22)

Using this inequality and definition of n, we have

n∑

i=1

σ2i >

nε2

supkAk(T)> σ2, (3.23)

contradicting (3.18). Hence, pursuit must be completed for the initial position z0 ∈ Y3(T)before the nth step. Furthermore, the pursuit time is given by T(z0) = T1 + T2 + · · · + Tn−1, andthe inclusion T(z0) ∈ [0, T] is satisfied. Indeed (see (3.20), definition of n and that z0 ∈ Y3(T)),

T(z0) =‖z0‖ρ

+‖z(T1)‖

ρ+ · · · + ‖z(Tn−2)‖

ρ

≤ 1ρ

(‖z0‖ +

√supk

Ak(T)n−2∑

i=1

σi

)

≤ 1ρ

(‖z0‖ + σ

√(n − 2)sup

k

Ak(T)

)

≤ 1ρ

(‖z0‖ + σ2

εsupk

Ak(T)

)≤ T.

(3.24)

This proves the theorem.

3.2. Evasion Differential Game

Theorem 3.5. If σ − ρ ≥ 0 then evasion is possible in the game G1 from the initial position z0 /= 0.

Proof. Suppose that

σ − ρ ≥ 0, (3.25)

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10 Journal of Applied Mathematics

and let u0(t) be an arbitrary control of the pursuer subjected to integral constraint. Weconstruct the control function of the evader as follows:

vk(t) =

{A−1/2j (T)ρeαj (t), k = j,

0, k /= j.(3.26)

This control function belongs to S1(σ). Indeed,

∞∑

k=1

∫T

0v2k(s)ds = A

−1j (T)ρ2Aj(T) ≤ σ2 (3.27)

we have used (3.26) and (3.25).Our goal now is to show that zj(t)/= 0 for any t ∈ [0, T] as defined by (3.1). Substituting

(3.26) into (3.1) and using the Cauchy-Schwartz inequality, we have

zj(t) ≥ e−αj (t)(zj0 + ρ

√Aj(t) − ρ

√Aj(t)

)

= zj0e−αj (t) > 0,

(3.28)

for any t ∈ [0, T]. It follows that z(t)/= 0 on the interval [0, T]. Hence, evasion is possible inthe game G1 from the given initial position z0 /= 0. The proof of the theorem is complete.

Theorem 3.6. Suppose that σ ≥ ρ or there exists a number k = j such that z0j > 0 and σ −ρ√Aj(T) ≥ 0. Then from the initial position z0 /= 0, evasion is possible in the game G2.

Proof. Suppose that σ ≥ ρ and that z0 /= 0. The later condition means that zk0 /= 0 for somek = j. We construct the control function of the evader as follows:

vk(t) =

{ρ, k = j,0, k /= j.

(3.29)

It is obvious that this control belongs to the set S2(σ).To be definite, let zj0 > 0. Using (3.29) and (3.1), we have

zj(t) > e−αj (t)(zj0 + ρ

∫ t

0eαj (s)ds − ρ

∫ t

0eαj (s)ds

)

= e−αj (t)zj0 > 0.

(3.30)

This means that evasion is possible from the initial position z0 /= 0 in the game G2.

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Journal of Applied Mathematics 11

We now prove the theorem with the alternative condition. Suppose that there exists

a number k = j such that z0j > 0 and σ − ρ√Aj(T) ≥ 0. Let the control of the evader be as

follows:

vk(t) =

⎧⎪⎪⎨

⎪⎪⎩

√TAj(T)

t + e + Tρe−αj (t), k = j,

0, k /= j.

(3.31)

We show that this control satisfies the geometric constraint:

∞∑

k=1

v2k(t) =

TAj(T)

(t + e + T)2ρ2e−2αj (t) ≤ ρ2Aj(T) ≤ σ2. (3.32)

When the evader uses the control (3.31), the non-vanishing of zj(t) in the interval [0, T]for any admissible control of the pursuer ui0, can be seen from the following (see (3.1))

zj(t) ≥ e−αj (t)(zj0 + ρ

√TAj(T) ln(t + e + T) − ρ

√TAj(T)

)> 0, (3.33)

we use the fact that ln(t + e + T) > 1 for any t ∈ [0, T].Therefore, z(t)/= 0, t ∈ [0, T]. This completes the proof of the theorem.

Theorem 3.7. If σ − ρ√T ≥ 0 then evasion is possible from the initial position z0 /= 0 in the game G4.

Proof. Suppose that z0 /= 0 and that σ − ρ√T ≥ 0. We construct the control function of the

evader as follows:

vk(t) =

⎧⎪⎨

⎪⎩ρ

√T

Aj(T)eαj (t), k = j,

0, k /= j.(3.34)

We now show that this control satisfies the integral constraint

∞∑

k=1

∫T

0v2k(s)ds = ρ

2 T

Aj(T)

∫T

0e2αj (s)ds ≤ ρ2T ≤ σ2. (3.35)

When the evader uses the control (3.34), our task is to show that zj(t) does not vanishin the interval [0, T] for any admissible control of the pursuer ui0.

For definiteness let zj0 > 0. Substituting (3.34) into (3.1), we have

zj(t) ≥ e−αj (t)(zj0 + ρ

√T

Aj(T)Aj(T) − ρ

√TAj(T)

)= e−αj (t)zj0 > 0. (3.36)

Therefore, z(t)/= 0, t ∈ [0, T]. This means that evasion is possible from initial position z0 /= 0in game G4. This ends the proof of the theorem.

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12 Journal of Applied Mathematics

Theorem 3.8. If z0 ∈ Y and σ ≥ 2ρeαj (T) for some k = j, then from the initial position z0 /= 0 evasionis possible in the game G3.

Proof. Suppose that z0 ∈ Y and that there exists k = j such that

σ ≥ 2ρeαj (T). (3.37)

We construct the control function of the evader as follows:

vk(t) =

{(2zj0 + ρ

)eαj (t), k = j,

0, k /= j.(3.38)

The inclusion v(·) ∈ S2(σ) follows from the following

∞∑

k=1

v2k(t) =

[(2zj0 + ρ

)eαj (t)

]2

≤ 8z2j0e2αj (t) + 2ρ2e2αj (t)

≤ 2ρ2e2αj (t) + 2ρ2e2αj (t)

≤ 4ρ2e2αj (T) ≤ σ2.

(3.39)

we used (3.34); (3.37) and the inequality (a + b)2 ≤ 2a2 + 2b2.Let the evader use the control (3.34) and for definiteness let zj0 > 0. Using (3.1) and

the Cauchy-Schwartz inequality, we have

zj(t) ≥ e−αj (t)(zj0 − ρ

√Aj(t) + 2zj0Aj(t) + ρ

√Aj(t)

)

= e−αj (t)(zj0 + 2zj0Aj(t)

)> 0.

(3.40)

Therefore, we have zj(t) > 0, 0 ≤ t ≤ T , that is, evasion is possible in the game G3. This endsthe proof of the theorem.

4. Conclusion

This paper is closely related to [10, 11]. However, the game model considered in this paperis a better generalization to the one in the last cited papers. The constant coefficients of thegame model considered in the cited papers are specific to function coefficients considered inthis papers. Sufficient conditions for which pursuit can be completed and for which evasion ispossible with various form of constraints on the control of the players have been established.

For future works, optimal pursuit and multiplayers game problems described by themodel considered in this paper can be investigated. As there are four different possiblecombinations of geometric and integral constraints on the control functions of the two playersof the game, there would be four different problems to be studied.

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Journal of Applied Mathematics 13

Acknowledgment

The authors wish to express the deepest appreciation to the reviewers for their valuablecomments and observations. This research was partially supported by the Research Grant(RUGS) of the Universiti Putra Malaysia, no. 05-04-10-1005RU.

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