ISSN:
1573-2878
Keywords:
Stochastic differential games
;
pursuit-evasion
;
degenerate parabolic partial differential equations
;
convective heat conduction
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A differential game of pursuit and evasion on the real line is discussed with one pursuer and two evaders, the motion of the players being affected by noise. The game of degree is considered, where the pursuer strives to maximize the probability of his winning the game, i.e., of capturing at least one of the evaders, the probability function being given as a solution to a certain partial differential equation; the heat conduction analogy is also being discussed. The degenerate situation here arises in a natural way, and it is possible to present a quite detailed analysis of this case.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00933756
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