Undiscounted zero sum differential games with stopping times

Abstract : We propose a discretization scheme for an undiscounted zero sum differential game with stopping times. The value function of the original problem satisfies an integral inequality of Isaacs type that we can discretize using finite difference or finite element techniques. The fully discrete problem defines a stochastic game problem associated to the process, which may have, in general, multiple solutions. Among these solutions there exists one which is naturally associated with the value function of the original problem. We completely characterize the set of solution and we describe a procedure to identify the desired solution. We present accelerated algorithms in order to compute efficiently the discrete solution.
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Rapport
[Research Report] RR-2294, INRIA. 1994
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https://hal.inria.fr/inria-00074379
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Soumis le : mercredi 24 mai 2006 - 15:11:14
Dernière modification le : mercredi 12 septembre 2018 - 14:14:16
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Mabel M. Tidball. Undiscounted zero sum differential games with stopping times. [Research Report] RR-2294, INRIA. 1994. 〈inria-00074379〉

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