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A simple class of differential games with terminal cost is treated. The results are applied to the problem of optimal guidance in the neighborhood of collision course. The evader responds ideally, while the pursuer has first-order dynamics. Both players have their bounded accelerations normal to the line of sight (LOS) as control variables. The optimal guidance law is simple and can be implemented in a closed form.
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S. Gutman (1979) studied this question.
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