On a Continuous-Time Game with Incomplete Information
From MaRDI portal
Publication:3169066
DOI10.1287/moor.1090.0414zbMath1232.91008arXiv0810.0220OpenAlexW2172008912MaRDI QIDQ3169066
Catherine Rainer, Pierre Cardaliaguet
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.0220
2-person games (91A05) Applications of optimal control and differential games (49N90) Martingales with continuous parameter (60G44)
Related Items (27)
Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ Existence of value for a differential game with asymmetric information and signal revealing ⋮ Dynamic contract design for systemic cyber risk management of interdependent enterprise networks ⋮ Differential games with incomplete information on a continuum of initial positions and without Isaacs condition ⋮ A double obstacle problem arising in differential game theory ⋮ Existence of Value for a Differential Game with Incomplete Information and Revealing ⋮ A two-player zero-sum game where only one player observes a Brownian motion ⋮ 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 ⋮ Existence of value functions of differential games with incomplete information in partially order spaces ⋮ A probabilistic-numerical approximation for an obstacle problem arising in game theory ⋮ Repeated games in continuous time as extensive form games ⋮ Solving two-state Markov games with incomplete information on one side ⋮ A BSDE approach to stochastic differential games with incomplete information ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ La martingale d’Azéma ⋮ Noncooperative differential games ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Some recent aspects of differential game theory ⋮ Zero-sum repeated games: recent advances and new links with differential games ⋮ Markov Games with Frequent Actions and Incomplete Information—The Limit Case ⋮ Continuous-time Markov games with asymmetric information ⋮ Infinite horizon differential games with asymmetric information ⋮ Differential games with asymmetric and correlated information ⋮ Zero-Sum Stopping Games with Asymmetric Information ⋮ Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information
This page was built for publication: On a Continuous-Time Game with Incomplete Information