Optimal Stochastic Control in the Interception Problem of a Randomly Tacking Vehicle

This article considers the mathematical aspects of problem optimal interception a mobile search vehicle moving along random tacks on given route and searching for target, which travels parallel to this route. Interception begins when probability target being detected by exceeds certain threshold value. was carried out controlled (defender) protecting target. An analytical estimation detection is proposed. The formulated as an stochastic control problem, transformed deterministic optimization problem. As result, law defender found, time estimated. simplified version whose solution provides suboptimal obtained compared with classic guidance methods. All results were analytically validated computer simulation.