Title:A feasible direction method for saddle point problems

Authors: H. Ehtamo and T. Raivio

Status: Proc. of the 8th International Symposium on Dynamic Games and Applications, July 5-8, 1998, Maastricht, The Netherlands, pp. 184-188.

Keywords: Pursuit-evasion games, optimal control, discretization, bilevel programming

Abstract: The paper deals with the numerical solution of totally separable pursuit-evasion games. Using the reachable sets, the game can be expressed as a static saddle point problem. We give a modification of Zoutendijk's method of feasible directions for these problems and discuss the representation of the reachable sets in practice.