In this paper, the optimal strategies are investigated for the differential game of active target defense. Specifically, we describe a pursuitevasion game with three agents (namely, an attacker, a target and a defender). For the three agents engagement scenario, two different differential game guidance laws–pure pursuit (PP) and proportional navigation (PN)–are presented for defender. Firstly, the relative motion kinematic models of the three agents are established. We subsequently derive the coupled Hamilton-Jacobi (HJ) equations to design the optimal control strategies for the three agents. Through the construction of actor-critic neural networks, optimal solutions are obtained. Then, the stability of the three-agent system is ensured, and the convergence to the Nash equilibrium equations is demonstrated. Finally, we simulate the optimal strategies employed by the attacker and the defender-target team, thereby highlighting the contrasting outcomes and superiority of different defensive approaches.