Accession Number : AD0638139
Title : STOCHASTIC DIFFERENTIAL GAMES WITH CONTROLLABLE STATISTICAL PARAMETERS.
Descriptive Note : Technical rept.
Corporate Author : CRUFT LAB HARVARD UNIV CAMBRIDGE MASS
Personal Author(s) : Speyer,Jason
Report Date : MAY 1966
Pagination or Media Count : 17
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)
Descriptors : (*GAME THEORY, *STOCHASTIC PROCESSES), OPTIMIZATION, RADAR TRACKING, GUIDED MISSILES, CALCULUS OF VARIATIONS
Subject Categories : Operations Research
Active & Passive Radar Detection & Equipment
Distribution Statement : APPROVED FOR PUBLIC RELEASE