Abstract
A two-person pursuit—evasion stochastic differential game with state and measurements corrupted by noises is considered. In an earlier paper the problem was reformulated and solved in an infinite-dimensional-state space, and the existence of saddle-point solutions under certain conditions was proved. The present paper provides a numerical solution for the resulting continuous-time integro-partial differential equations. This solution scheme is based on the utilization of the second guessing technique, and, in spite of the fact that a complicated set of integro-partial differential equations have to be solved, the numerical results seem plausible and promising.
Original language | Undefined |
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Pages (from-to) | 423-433 |
Journal | Journal of the Franklin Institute |
Volume | 315 |
Issue number | 5-6 |
DOIs | |
Publication status | Published - 1983 |
Keywords
- IR-69181