Zero-sum and nonzero-sum differential games without Isaacs condition

DOI10.1051/COCV/2016044zbMATH Open1369.49053arXiv1507.04989OpenAlexW2963410162MaRDI QIDQ5269850FDOQ5269850

Wenqiang Li, Juan Li

Publication date: 28 June 2017

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Abstract: In this paper we study the zero-sum and nonzero-sum differential games with not assuming Isaacs condition. Along with the partition $pi$ of the time interval $[0,T]$, we choose the suitable random non-anticipative strategy with delay to study our differential games with asymmetric information. Using Fenchel transformation, we prove that the limits of the upper value function $W^{p}i$ and lower value function $V^{p}i$ coincide when the mesh of partition $pi$ tends to 0. Moreover, we give a characterization for the Nash equilibrium payoff (NEP, for short) of our nonzero-sum differential games without Isaacs condition, then we prove the existence of the NEP of our games. Finally, by considering all the strategies along with all partitions, we give a new characterization for the value of our zero-sum differential game with asymmetric information under some equivalent Isaacs condition.

Full work available at URL: https://arxiv.org/abs/1507.04989

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zbMATH Keywords

asymmetric informationIsaacs conditionNash equilibrium payoffsFenchel transformationzero-sum and nonzero-sum differential game

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (1)

• Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition

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