Accession Number : AD0689542
Title : ON A CLASS OF STOCHASTIC PURSUIT - EVASION GAMES.
Descriptive Note : Interim technical rept.,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
Personal Author(s) : Willman,W. W.
Report Date : APR 1969
Pagination or Media Count : 57
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). (Author)
Descriptors : (*GAME THEORY, EVASION), PURSUIT COURSES, STOCHASTIC PROCESSES, MINIMAX TECHNIQUE, DIFFERENTIAL EQUATIONS, CONTROL SYSTEMS, ALGORITHMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE