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Stochastic pursuit-evasion games with information lag. I. Perfect observation

Published online by Cambridge University Press:  14 July 2016

Mynda Schreuer
Mynda Schreuer*
Affiliation:
University of Salzburg
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Abstract

A discrete time, scalar, pursuit-evasion game is presented in which an evader, moving according to a stationary stochastic process, is continually being followed by a pursuer. Both players have perfect observations of the evader's positions, but the observations of the pursuer are subject to a time lag. It is assumed that the strategy of the evader can be represented as an infinite moving average, and that he is restricted by a velocity constraint. The pursuer is limited to strategies linear in his information, and the payoff is taken to be the mean-square distance between pursuer and evader. Under these conditions it is shown that the game does not have a value, and subsequently the lower and upper values and corresponding strategies are found.

Keywords

PURSUIT-EVASION GAMESPREDICTION GAMESLAGGED INFORMATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 2 , June 1975 , pp. 248 - 256
Copyright
Copyright © Applied Probability Trust 1975 

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References

[1] Elion, M. (1971) Pursuit-evasion games with information lag. University of Cambridge Ph.D. thesis.Google Scholar
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[4] Grenander, U. (1968) A tactical study of evasive maneuvers. FOA Report , 2, (4).Google Scholar