Dynamic Electromagnetic Evasion-Pursuit Games with Uncertainty

We consider two player electromagnetic evasion-pursuit games where each player must incorporate significant uncertainty into their design strategies to disguise their intension and confuse their opponent. In this paper, the evader is allowed to make dynamic changes to his strategies in response to the dynamic input with uncertainty from the interrogator. The problem is formulated in two different ways; one is based on the evolution of the probability density function of the intensity of reflected signal and leads to a controlled forward Kolmogorov or Fokker-Planck equation. The other formulation is based on the evolution of expected value of the intensity of reflected signal and leads to controlled backward Kolmogorov equations. In addition, a number of numerical results are presented to illustrate the usefulness of the proposed approach in exploring problems of control in a general dynamic game setting. AMS subject classifications: 35Q61,83C50,83C22,65M32.