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