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- W1506416500 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 with 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. The main contribution of this paper is the complete characterization of the set of solutions and the description of a procedure to identify the desired solution. We also present accelerated algorithms in order to efficiently compute the discrete solution." @default.
- W1506416500 created "2016-06-24" @default.
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- W1506416500 date "1995-01-01" @default.
- W1506416500 modified "2023-09-26" @default.
- W1506416500 title "Undiscounted Zero Sum Differential Games with Stopping Times" @default.
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- W1506416500 doi "https://doi.org/10.1007/978-1-4612-4274-1_15" @default.
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