Mixed strategies in missile versus missile interception scenarios

Motivated to analyze anti-ballistic and ship defense scenarios, a missile versus missile engagement is formulated as an imperfect information zero-sum pursuit-evasion game with a state constraint imposed on the evader. The solution of this game is in mixed strategies. The "blind" evader uses a random maneuver sequence. The pursuer selects the starting time and the initial conditions of the interception randomly and uses a guidance law with a random "bias". The paper presents a new methodology to assess the probability of successful interception as a function of the parameters of the scenario.