Optimal Terminal Rendezvous as a Stochastic Differential Game Problem

The optimal terminal rendezvous of two satellites in orbit about the Earth is studied using a stochastic model and formulating the rendezvous as a game problem. Each satellite has noise-corrupted output measurements and uses a Kalman filter to generate the best estimate of the states describing the rendezvous. The optimal control for the satellites is determined. A comparison is made in terms of dimensionality and complexity to a deterministic solution of the rendezvous problem.