On Numerical Solving of Differential Games with Nonterminal Payoff*

A linear-convex zero-sum differential game with a nonterminal payoff in the form of the Euclidean norm of a set of deviations of the motion trajectory from given targets at given instants of time is considered. A numerical method of approximate computation of the game value and optimal control laws is elaborated. Details of the software implementation are discussed. Results of numerical simulations are given.