STOCHASTIC DIFFERENTIAL GAMES WITH CONTROLLABLE STATISTICAL PARAMETERS.

Abstract

A differential game is formulated where the opponents are a missile and a radar. The problem is formulated so that linear theory can be used in finding the optimal strategies of both opponents. The missile uses a mixed strategy by adding white noise into its controller. The statistics of this noise (the covariance completely describes the noise) can be controlled. In finding the optimal strategy for the covariance of the controller noise the solution by means of the calculus of variations involves a singular arc. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1966
Accession Number
AD0638139

Entities

People

  • Jason Speyer

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Calculus
  • Calculus Of Variations
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Mathematics
  • Noise
  • Statistics
  • White Noise

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Game Theory.