Juegos Diferenciales de Suma Nula con Tiempos de Detención sin Descuento

Abstract

In this paper we analize a zero sum differential game problem with stopping times without discount and the regularity properties of its vallie function. We discretile the Isaacs bilateral inequalities using finite elements and we obtain a discrete problem. We totally caracterize the set of discrete scl1ltions and we present practical algorithms to compute them.