Article ID: | iaor20001697 |
Country: | France |
Volume: | 31 |
Issue: | 4 |
Start Page Number: | 363 |
End Page Number: | 373 |
Publication Date: | Jan 1997 |
Journal: | RAIRO Operations Research |
Authors: | Marco S.C. Di |
Keywords: | differential games |
This paper deals with the numerical solution of the bilateral Isaacs' inequality associated with stopping time games. We present two algorithms which converge in a finite numbers of steps. The numerical computational task is considerably reduced by starting at special initial conditions.