On the optimal pure strategy sets for a mixed missile guidance law synthesis

The terminal phase of a missile-versus-aircraft engagement in a noise-corrupted environment is formulated as an imperfect information zero-sum differential game. The payoff of the game is the single shot kill probability of the missile to be maximized by its designer and minimized by the pilot of the evading aircraft. In the past, it was shown that in such a game the optimal strategy of the evader is mixed. The proposed formulation allows a mixed strategy for the pursuer. The mathematical basis for such an analysis is provided, and a constructive methodology for the synthesis of missile guidance laws based on the concept of mixed strategies is outlined