Stochastic two‐target pursuit‐evasion differential games in three dimensions

Stochastic versions of a three‐dimensional two‐target ‘game of two cars’ and a three‐dimensional two‐target ‘homicidal chauffeur’ game are considered. These are used to model a dogfight, in the ( x, y, z ) space, between a very agile player Q and a less manoeuvrable player P. A numerical study is conducted, by numerically solving a non‐linear partial differential equation, to investigate the role of the parameters of manoeuvrability, speed and the performance of the ‘weapon systems’ in the encounter.