DIFFERENTIAL GAMES WITH UNCERTAIN TERMINAL TIME

摘要

Linear Quadratic Di?erential games have been used to model economic and other conflict situations. A salient feature of these analyses was that the interval of play was ?xed (possibly ini?nite), and known to both players. This paper introduces a linear quadratic di?erential game where only the probability density of the terminal time is known to the two players. The paper's results are used to derive a di?erential game based guidance law for uncertain time of intercept.