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Estimates of Convergence of Fully Discrete Schemes for the Isaacs Equation of Pursuit-Evasion Differential Games Via Maximum Principle

Pierpaolo Soravia
SIAM Journal on Control and Optimization 36 (1) 1 (1998)
DOI: 10.1137/S0363012995291865
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Pursuit Differential Games with State Constraints

Pierre Cardaliaguet, Marc Quincampoix and Patrick Saint-Pierre
SIAM Journal on Control and Optimization 39 (5) 1615 (2000)
DOI: 10.1137/S0363012998349327
See this article