ISSN:
1573-2878
Keywords:
Stochastic differential games
;
secure strategies
;
boundary-value problems
;
differential equations
;
Hilbert space
;
payoff relationships
;
differential games
;
pursuit-evasion game
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, readily computable strategies for zero-sum, linear-quadratic differential games with noise-corrupted measurements are developed. Of particular significance is the fact that the governing differential equations no longer require the solution of an often difficult nonlinear, two-point boundary-value problem, but again satisfy the separation principle of linear-quadratic optimal control. The implications of the payoff relationships are considered. In a subsequent paper, we will apply the theory developed in this paper to a detailed example of a pursuit-evasion game. We discuss a missile and an airplane system where the missile supported by its launch platform has perfect state measurements and the airplane has noise-corrupted measurements.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00933244
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