Penalty Method for Games of Constraints

Abstract

© 2020, The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG. We define a game problem for evaluation of composite system performance under possible external interference and in the presence of protection resources. The guaranteed joint system side decision is suggested to be found by an inexact penalty method. This enables one to essentially simplify the solution process in comparison with finding worst case strategies in the custom zero-sum game.