On Numerical Solving of Differential Games with Nonterminal Payoff* *This work is supported by the Russian Foundation for Basic Research (11-01-12088-ofi-m-2011), by the Program for State Support of Leading Scientific Scools of Russia (NSh-5927.2012.1), and by the Program of the Presidium of the Russian Academy of Sciences “Fundamental Problems of Nonlinear Dynamics in Mathematics and Physics” (12-P-1-1012).

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