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A multistage pursuit-evasion game that admits a gaussian random process as a maximin control policy

 

作者: Basar Tamer,   Mintz Max,  

 

期刊: Stochastics  (Taylor Available online 1973)
卷期: Volume 1, issue 1-4  

页码: 25-69

 

ISSN:0090-9491

 

年代: 1973

 

DOI:10.1080/17442507308833102

 

出版商: Gordon and Breach Science Publishers, Ltd

 

数据来源: Taylor

 

摘要:

In this paper we consider the existence and structure of both minimax and maximin policies for the special class of LQG pursuit-evasion games which is characterized by (i) a blind evader; and (ii) a pursuer who can make use of noise corrupted state measurements. The particular class of games which we consider has been studied previously by other investigators who have shown that pure strategies exist for both players. The major contribution of our paper is the delineation of the existence and structure of a mixed strategy for the evader in this class of games. This new maximin strategy is defined by a gaussian measure, which can be determined explicitly by the method of least favorable prior distributions. We show that the validity of the pure solutions determined previously is limited by the duration of the game, due to the existence of a ‘pure solution conjugate point’; further, we prove that our new strategies are valid solutions which extend the possible duration of the game beyond the limit imposed by the pure solution conjugate point. We believe that our paper constitutes the first report on the existence of a mixed strategy for an LQG game, and the first report on the role conjugate points play in the transition between pure strategies and mixed strategies.

 

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