A two-player zero-sum game where only one player observes a Brownian motion
From MaRDI portal
Publication:1649018
DOI10.1007/s13235-017-0219-5zbMath1397.91052arXiv1610.02955OpenAlexW2531578524MaRDI QIDQ1649018
Fabien Gensbittel, Catherine Rainer
Publication date: 5 July 2018
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02955
Brownian motionHamilton-Jacobi equationsincomplete informationmeasure-valued processzero-sum continuous-time game
2-person games (91A05) Brownian motion (60J65) Stochastic games, stochastic differential games (91A15)
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