Representations formulas for some differential games with asymmetric information (Q937138)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations formulas for some differential games with asymmetric information |
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Representations formulas for some differential games with asymmetric information (English)
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20 August 2008
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The value of several two-player, zero-sum differential games is computed. In all these games the players have asymmetric information on the random terminal payoffs.
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differential games
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representation formulas
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Hamilton-Jacobi equations
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viscosity solutions
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