Develops a stochastic hybrid differential game model for sailing match races and a convergent approximation scheme for the value function, validated on typical scenarios.
Yong, Differential games with switching strategies, Journal of Mathe- matical Analysis and Applications 145 (2) (1990) 455–469
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Stochastic hybrid differential games and match race problems
Develops a stochastic hybrid differential game model for sailing match races and a convergent approximation scheme for the value function, validated on typical scenarios.