ABSTRACT
This chapter formalizes the basic notions of the theory of differential linear qua dratic games making allowance for noise, perturbations and other types of uncer tainties.
In Section 1.1 games and dynamical aspects of games are discussed, a mathe matical model of the game is constructed, the optimality concepts from the theory of non-cooperation games are presented, economics interpretation is proposed, and finally the perspectives of the development of the theory of differential games under uncertainties are considered.
