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

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