Abstract

We study a multimodel pursuit evasion LQ differential game. The multimodel concept allows to improve robustness of the designed strategies in the case of presence of some parametric uncertainty. The game solution corresponds to a Nash-equilibrium point of this game. This technique permits to transform the initial game problem, given in Banach space, to a static game given in finite dimensional space. The corresponding numerical procedure is discussed. The obtained weights participate in an extended Coupled Riccati Differential Equation. The effectiveness of the designed controllers is illustrated by the implementation to a two-dimensional Missile Guidance problem.

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