A method of guiding a pursuer to a target, the method comprising: (a) providing a plurality of possible target trajectories, weighted to represent a probability distribution of the target trajectories; (b) providing a plurality of candidate guidance controls, parameterised by a candidate guidance parameter; (c) for each of a plurality of values of the candidate guidance parameter: a. determining a projected pursuer trajectory resulting from the candidate guidance control corresponding to the candidate guidance parameter value; b. using the projected pursuer trajectory so far developed, determining the next occurrence of a termination condition for the pursuer trajectory relative to any of the target trajectories for which a termination condition has not yet occurred; c. adjusting the projected pursuer trajectory, subsequent to that termination-condition occurrence, to account for that target trajectory; d. repeating steps b and c until the termination conditions corresponding to all of the plurality of possible target trajectories have been accounted for; and e. recording a cost for the candidate guidance control based on the projected pursuer trajectory and the miss distances at the termination-condition occurrence for each target trajectory; (d) generating a revised plurality of values of the candidate guidance parameter in view of the recorded costs of the candidate guidance controls; (e) repeating steps (c) and (d) a plurality of times and identifying an optimal guidance control based on the recorded costs; (f) applying the optimal guidance control to the pursuer to alter its actual trajectory; (g) obtaining updated possible target trajectories; and (h) repeating steps (b) to (g) a plurality of times. (a) providing a plurality of possible target trajectories, weighted to represent a probability distribution of the target trajectories; (b) providing a plurality of candidate guidance controls, parameterised by a candidate guidance parameter; (c) for each of a plurality of values of the candidate guidance parameter: a. determining a projected pursuer trajectory resulting from the candidate guidance control corresponding to the candidate guidance parameter value; b. using the projected pursuer trajectory so far developed, determining the next occurrence of a termination condition for the pursuer trajectory relative to any of the target trajectories for which a termination condition has not yet occurred; c. adjusting the projected pursuer trajectory, subsequent to that termination-condition occurrence, to account for that target trajectory; d. repeating steps b and c until the termination conditions corresponding to all of the plurality of possible target trajectories have been accounted for; and e. recording a cost for the candidate guidance control based on the projected pursuer trajectory and the miss distances at the termination-condition occurrence for each target trajectory; a. determining a projected pursuer trajectory resulting from the candidate guidance control corresponding to the candidate guidance parameter value; b. using the projected pursuer trajectory so far developed, determining the next occurrence of a termination condition for the pursuer trajectory relative to any of the target trajectories for which a termination condition has not yet occurred; c. adjusting the projected pursuer trajectory, subsequent to that termination-condition occurrence, to account for that target trajectory; d. repeating steps b and c until the termination conditions corresponding to all of the plurality of possible target trajectories have been accounted for; and e. recording a cost for the candidate guidance control based on the projected pursuer trajectory and the miss distances at the termination-condition occurrence for each target trajectory; (d) generating a revised plurality of values of the candidate guidance parameter in view of the recorded costs of the candidate guidance controls; (e) repeating steps (c) and (d) a plurality of times and identifying an optimal guidance control based on the recorded costs; (f) applying the optimal guidance control to the pursuer to alter its actual trajectory; (g) obtaining updated possible target trajectories; and (h) repeating steps (b) to (g) a plurality of times.