Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information

DOI10.1007/s00245-013-9198-0zbMath1272.93127arXiv1212.4634OpenAlexW2095128645MaRDI QIDQ372998

Pierre Cardaliaguet, Catherine Rainer

Publication date: 21 October 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4634

zbMATH Keywords

differential gamesgames with incomplete informationstrategies

Mathematics Subject Classification ID

Differential games and control (49N70) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (11)

Existence of value for a differential game with asymmetric information and signal revealing ⋮ How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition ⋮ Differential games in \(L^{\infty}\) ⋮ Zero-sum path-dependent stochastic differential games in weak formulation ⋮ Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ Differential Games ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Contract Theory in a VUCA World ⋮ Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

Cites Work

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• Pathwise construction of stochastic integrals
• Stochastic differential games with asymmetric information
• Controlled Markov processes and viscosity solutions
• Axiomatic approach in differential games
• Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
• On the Existence of Solutions to a Differential Game

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