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).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0689542

Entities

People

  • W. W. Willman

Organizations

  • Harvard University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Boundary Value Problems
  • Computations
  • Control Systems
  • Convergence
  • Covariance
  • Difference Equations
  • Differential Equations
  • Dynamics
  • Engineering
  • Equations
  • Interception
  • Mathematical Filters
  • Military Research
  • Two Dimensional
  • White Noise
  • Zero-Sum Games

Fields of Study

  • Mathematics

Readers

  • Game Theory.
  • Linear Algebra
  • Systems Analysis and Design