Uncertain pursuit-evasion game

Pursuit-evasion game deals with the situation in which a pursuer tries to catch an evader. Taking into account the subjectivity of the players' strategies and the fact that the noise of system state does not obey the statistical regularity, this paper employs an uncertain differential equation to describe the dynamics of the pursuit-evasion system, and introduces an uncertain pursuit-evasion game. Within the framework of uncertain differential game theory, a solution for the uncertain pursuit-evasion game is derived via the corresponding Riccati equation. At last, as an application, a target interception problem is proposed.