Existence of value for differential games with incomplete information and signals on initial states and payoffs

DOI10.1016/j.jmaa.2016.09.035zbMath1348.91057OpenAlexW2522571898MaRDI QIDQ333859

Xiaochi Wu

Publication date: 31 October 2016

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.2016.09.035

zbMATH Keywords

signaldifferential gamesincomplete informationHamilton-Jacobi-Isaacs equation

Mathematics Subject Classification ID

Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Signaling and communication in game theory (91A28) Multistage and repeated games (91A20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (9)

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 for a Differential Game with Incomplete Information and Revealing ⋮ Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition ⋮ Existence of value functions of differential games with incomplete information in partially order spaces ⋮ Continuous-time Markov games with asymmetric information ⋮ Infinite horizon differential games with asymmetric information ⋮ Differential games with incomplete information and with signal revealing: the symmetric case ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

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