Modeling an America's Cup Regatta as a Sequential Stochastic Game

The main objective of this thesis is to model a regatta in the America’s Cup, and more precisely the first leg of the race, where the two competing sailboats have to move upwind. During the race, each crew attempts to be the first to reach the end of this leg, and is allowed to hinder its opponent as long as certain rules are respected. A boat which finishes this leg first is often able to manage its lead until the end of the regatta. An essential ingredient of the problem is the study of different maneuvers that the boats can execute during the race, as well as the effect generated by the presence of a boat on the wind around it. Indeed, a boat located just behind its opponent will receive less wind in its sails, and its speed will consequently be reduced. The boats considered in our model are of the type Class America, which were in used in the America’s Cup between 1982 and 2007. The race can hence be viewed as a game between two players which are assumed to be identical, in which each of them can make decisions sequentially. The goal of each player is to finish the first upwind leg with the largest lead possible over the opponent. The boats progress in an environment in which the wind fluctuates unpredictably. Thus, the game is a sequential stochastic game, in which each player will try to determine a sequence of actions which is the most favorable on average. A mathematical study of this kind of game will be done, and a strategy will be built by using tools of dynamic programming. A theorem will prove that this strategy is optimal, in the sense that no player has interest to deviate from this strategy. The last part of this thesis consists of applying the mathematical study of sequential stochastic games in the context of a sailing regatta. Given the current positions of the boats as well as the current state of the wind, a set of available actions and reactions for the boats can be defined. Each choice will bring the boats up to some new positions, where a new decision process will begin in a new state of the wind. Once the rules of the game are established, the objective is to define an algorithm which allows to build a strategy which will be an approximation of the optimal strategy. The implementation of this algorithm could produce a tool for decision support, that the crew could use on board during the regatta.