ON A CLASS OF STOCHASTIC PURSUIT - EVASION GAMES
Abstract
The report continues the investigation of a class of stochastic differential games introduced in an earlier report by Willman (AD-679 232). Iterative algorithms for computing numerical solutions to games of this type are discussed. It is shown by numerical example that there exist multistage games analogous to this type of differential game for which minimax solutions do indeed exist. Several candidates for quasi-optimal strategies are presented which are simple to compute and easy to implement compared to the minimax strategies. A criterion is developed for evaluating the performance of non-optimal strategies. The performances of these quasi-optimal strategies are evaluated in terms of this criterion for a numerical example (an interception problem involving two second-order systems).
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1969
- Accession Number
- AD0689542
Entities
People
- W. W. Willman
Organizations
- Harvard University