A stochastic pursuit-evasion differential game on a torus: A numerical solution (Q1074518)

A stochastic pursuit-evasion differential game, involving two players, E and P, moving in an annular domain in \({\mathbb{R}}^ 2\) is considered. The state space of the game turns out to be a torus in \({\mathbb{R}}^ 3\). Sufficient conditions on optimal strategies are given and these are computed for a variety of cases. A numerical study leads to simple characterizations of optimal and suboptimal strategies.