A discrete dynamic game modelling anti-missile defense scenarios

A discretized game model of an anti-missile defense scenario is presented. Such an engagement is a pursuit of a blind evader, committed to satisfy a terminal constraint. It can be formulated as an incomplete information zero-sum pursuit-evasion game with state constraint. Such a game becomes non trivial if the evader has higher maneuverability than the pursuer. In this case the game admits a saddle-point solution in mixed strategies. Two simple examples illustrate the major elements of the solution.