Stochastic differential games with asymmetric information
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Publication:2391246
DOI10.1007/s00245-008-9042-0zbMath1170.91308arXivmath/0703155OpenAlexW2052982373MaRDI QIDQ2391246
Pierre Cardaliaguet, Catherine Rainer
Publication date: 24 July 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0703155
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving randomness (49K45)
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