DocumentCode
1081589
Title
A Stochastic Differential Game with Controllable Statistical Parameters
Author
Speyer, Jason L.
Author_Institution
Division of Engineering and Applied Physics, Harvard University, Cambridge, Mass., and works with the Space and Information Systems Division of the Raytheon Company, Sudbury, Mass.
Volume
3
Issue
1
fYear
1967
fDate
6/1/1967 12:00:00 AM
Firstpage
17
Lastpage
20
Abstract
A differential game is described 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.
Keywords
Additive white noise; Calculus; Filters; Missiles; Noise measurement; Optimal control; Radar measurements; Stochastic processes; Vectors; White noise;
fLanguage
English
Journal_Title
Systems Science and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0536-1567
Type
jour
DOI
10.1109/TSSC.1967.300103
Filename
4082080
Link To Document