Approximation and representation of the value for some differential games with asymmetric information

DOI10.1007/s00182-009-0217-yzbMath1211.91067OpenAlexW2070043560MaRDI QIDQ532771

A. Souquière

Publication date: 5 May 2011

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00182-009-0217-y

zbMATH Keywords

differential gamesasymmetric informationHamilton-Jacobi equationsviscosity solutionsrepresentation formulas

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (8)

Differential games with incomplete information on a continuum of initial positions and without Isaacs condition ⋮ Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition ⋮ A probabilistic-numerical approximation for an obstacle problem arising in game theory ⋮ Repeated games in continuous time as extensive form games ⋮ Some recent aspects of differential game theory ⋮ Zero-sum repeated games: recent advances and new links with differential games ⋮ Differential games with asymmetric and correlated information ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

Cites Work

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• The value of two-person zero-sum repeated games with lack of information on both sides
• Variational Inequalities, System of Functional Equations, and Incomplete Information Repeated Games
• Differential Games with Asymmetric Information
• DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
• Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
• Repeated Games with Lack of Information on One Side: The Dual Differential Approach
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• An operator approach to zero-sum repeated games
• A first course on zero-sum repeated games

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