Stochastic Linear Pursuit-Evasion Game

Abstract

The 1950’s saw the introduction of guided interceptor missiles and the launching of Sputnik I. Questions on pursuit and evasion were suddenly in everyone’s mind. What is the best strategy to intercept a moving target? How can friendly planes best avert midair collisions? Thus the theory of Differential Games is permeated with the theory of military pursuit games. Dr. Rufus Isaacs, who was then with the Mathematics Department of the RAND Corporation realized that no one guidance scheme can be optimal against all types of evasion. An intelligent evader can deliberately maneuver to confuse the pursuer’s predictions. Thus optimal pursuit and evasion must be considered equally