On the numerical resolution of Isaacs' inequalities

On the numerical resolution of Isaacs' inequalities

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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:
Keywords: differential games
Abstract:

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.

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