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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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https://hal.inria.fr/inria-00074379
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Submitted on : Wednesday, May 24, 2006 - 3:11:14 PM
Last modification on : Friday, February 4, 2022 - 3:24:58 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 4:48:10 PM

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  • HAL Id : inria-00074379, version 1

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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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