This thesis proposes different learning algorithms to investigate the learning issues of mobile robots playing differential forms of the Pursuit-Evasion (PE) game. The algorithms are used to reduce: (1) the computational requirements without affecting the overall performance of the algorithm, (2) the learning time, (3) the capture time and the possibility of collision among pursuers and (4) to deal multi-robot PE First and foremost, I am extremely grateful to Almighty Allah, and to Ahlul-Bayt, peace be upon them, for their countless blessings and for the great care they have provided at every moment of my life. Certainly, without their support and bounty, I would never successfully finish this chapter of my life by getting the PhD degree.