Can a mixed guidance strategy improve missile performance?

The terminal phase of a missile vs aircraft engagement in an uncertain, noise-corrupted environment is formulated as a partial-information differential game. The cost function of the game is the missile's single-shot kill probability. A new approach, allowing a mixed missile guidance strategy, leads to a feasible saddle-point solution and circumvents the difficulties encountered in previous investigations. A simple example demonstrates that in some cases, the implementation of optimal mixed strategies is indeed advantageous for both parties. The present paper is the first step in the search for feasible saddle-point solutions for a large class of nondeterministic pursuit-evasion games.