Approximation and representation of the value for some differential games with asymmetric information
DOI10.1007/S00182-009-0217-YzbMATH Open1211.91067OpenAlexW2070043560MaRDI QIDQ532771FDOQ532771
Authors: 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
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differential gamesHamilton-Jacobi equationsviscosity solutionsasymmetric informationrepresentation formulas
Differential games (aspects of game theory) (91A23) 2-person games (91A05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Cites Work
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- An operator approach to zero-sum repeated games
- Stochastic differential games with asymmetric information
- Differential Games with Asymmetric Information
- Title not available (Why is that?)
- A first course on zero-sum repeated games
- The value of two-person zero-sum repeated games with lack of information on both sides
- DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
- Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
- Representations formulas for some differential games with asymmetric information
- Variational inequalities, system of functional equations, and incomplete information repeated games
- Repeated Games with Lack of Information on One Side: The Dual Differential Approach
Cited In (11)
- Numerical approximation of the value of a stochastic differential game with asymmetric information
- 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
- A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides
- Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
- Some recent aspects of differential game theory
- Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition
- Repeated games in continuous time as extensive form games
- A probabilistic-numerical approximation for an obstacle problem arising in game theory
- Differential games with asymmetric and correlated information
- Zero-sum repeated games: recent advances and new links with differential games
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