Develops a stochastic hybrid differential game model for sailing match races and a convergent approximation scheme for the value function, validated on typical scenarios.
Vinckenbosch, Stochastic control and free boundary problems for sail- boat trajectory optimization, PhD thesis, EPFL, Lausanne
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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.