Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition

DOI10.1016/J.JMAA.2017.08.012zbMath1415.91051OpenAlexW2748990245MaRDI QIDQ2408644

Marc Quincampoix, Chloe Jimenez

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.08.012

zbMATH Keywords

asymmetric informationdifferential gameWasserstein distancecontinuous initial distributionIsaacs conditionfunctional on measures

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Multistage and repeated games (91A20) Hamilton-Jacobi equations (35F21)

Related Items (10)

Existence of value for a differential game with asymmetric information and signal revealing ⋮ A zero sum differential game with correlated informations on the initial position. A case with a continuum of initial positions ⋮ Existence of value functions of differential games with incomplete information in partially order spaces ⋮ Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise ⋮ Mayer control problem with probabilistic uncertainty on initial positions ⋮ Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L² Representations ⋮ Differential Games ⋮ A differential game on Wasserstein space. Application to weak approachability with partial monitoring ⋮ Continuous-time Markov games with asymmetric information ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
• Existence of value for differential games with incomplete information and signals on initial states and payoffs
• Games with incomplete information in continuous time and for continuous types
• Pure and random strategies in differential game with incomplete informations
• Approximation and representation of the value for some differential games with asymmetric information
• Some recent aspects of differential game theory
• Hamilton-Jacobi equations in the Wasserstein space
• Differential games with asymmetric and correlated information
• A double obstacle problem arising in differential game theory
• Mean field games
• On the variational principle
• Equilibrium points of nonatomic games
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• The value of two-person zero-sum repeated games with lack of information on both sides
• Repeated Games
• A Differential Game with a Blind Player
• Barycenters in the Wasserstein Space
• Differential Games with Asymmetric Information
• DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
• Repeated Games, Duality and the Central Limit Theorem
• Hamiltonian ODEs in the Wasserstein space of probability measures

This page was built for publication: Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition