Abstract

A method is presented here for the solution of a two-person, dynamic, multi-stage cooperative game problem where the two players have only imperfect knowledge of each other's state. For the case where the dynamics of the players is linear, we obtain the optimal control and transmission signal for each of the players. The optimal filters for information gathering are also defined An example is included to illustrate the operation of the procedure and its application to space rendezvous problems.

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