Stochastic Pursuit-Evasion Games by the Reachable Region Approach.

The "Geometrical Approach to Problems of Pursuit-Evasion Games" is extended to the case that pursuer and evader are disturbed by additive white noise. It is shown how to obtain the optimal controls and a numerical method to calculate the capture probability is proposed. A simple numerical example is given to illustrate the above mentioned theory. Some remarks about the validity of the "Geometrical Approach to Problems of Pursuit-Evasion Games" are added