Differential Games with Uncertain Terminal Time
Abstract
Linear Quadratic Differential games have been used to model economic andother conflict situations. A salient feature of these analyses was thatthe interval of play was fixed (possibly inifinite), and known to bothplayers. This paper introduces a linear quadratic differential game whereonly the probability density of the terminal time is known to thetwo players. The paper's results are used to derive adifferential game based guidance law for uncertain time of intercept.
