Skip to Main content Skip to Navigation
Reports

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.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00074379
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 3:11:14 PM
Last modification on : Thursday, July 2, 2020 - 5:20:05 PM
Long-term archiving on: : Tuesday, April 12, 2011 - 4:48:10 PM

Identifiers

  • HAL Id : inria-00074379, version 1

Collections

Citation

Mabel M. Tidball. Undiscounted zero sum differential games with stopping times. [Research Report] RR-2294, INRIA. 1994. ⟨inria-00074379⟩

Share

Metrics

Record views

97

Files downloads

256