Differential game

Early analyses reflected military interests, considering two actors—the pursuer and the evader—with diametrically opposed goals.

and a single criterion to be optimized; differential game theory generalizes this to two controls

[4] The first to study the formal theory of differential games was Rufus Isaacs, publishing a text-book treatment in 1965.

[6] In such games, the terminal time is a random variable with a given probability distribution function.

[9] In 2016 Yuliy Sannikov received the John Bates Clark Medal from the American Economic Association for his contributions to the analysis of continuous-time dynamic games using stochastic calculus methods.

[10][11] Additionally, differential games have applications in missile guidance[12][13] and autonomous systems.