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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*
Affiliation:
University of Salzburg

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.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1975 

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References

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