  We discuss the general framework of a stochastic two-player, hybrid
differential game, and we apply it to the modelling of a "match race" between
two sailing boats, namely a competition in which the goal of both players is to
proceed in the windward direction, while trying to slow down the other player.
We provide a convergent approximation scheme for the computation of the value
function of the game, and we validate the approach on some typical racing
scenarios.
