Games with incomplete information in continuous time and for continuous types

DOI10.1007/s13235-012-0043-xzbMath1273.91020arXiv1202.4845OpenAlexW2088710292MaRDI QIDQ367457

Catherine Rainer, Pierre Cardaliaguet

Publication date: 16 September 2013

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.4845

zbMATH Keywords

Hamilton-Jacobi equationsincomplete informationcontinuous-time gamemartingale measures

Mathematics Subject Classification ID

2-person games (91A05) Applications of optimal control and differential games (49N90) Martingales with continuous parameter (60G44)

Related Items (13)

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 ⋮ Differential games with incomplete information on a continuum of initial positions and without Isaacs condition ⋮ 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 ⋮ 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 ⋮ Pure and random strategies in differential game with incomplete informations ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Continuous-time Markov games with asymmetric information ⋮ Infinite horizon differential games with asymmetric information ⋮ Zero-Sum Stopping Games with Asymmetric Information ⋮ Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side

Cites Work

• Tightness criteria for laws of semimartingales
• Price dynamics on a stock market with asymmetric information
• Stochastic differential games with asymmetric information
• The value of two-person zero-sum repeated games with lack of information on both sides
• A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games
• On a Continuous-Time Game with Incomplete Information
• Measure-valued random processes
• Differential Games with Asymmetric Information
• “Cav u” and the Dual Game
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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