Develops a stochastic hybrid differential game model for sailing match races and a convergent approximation scheme for the value function, validated on typical scenarios.
Ferretti, Choosing between two fluctuating options: a hybrid control approach, Applied Mathematical Sciences 8 (3) (2014) 139–146
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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.