Differential games with asymmetric and correlated information

DOI10.1007/s13235-014-0131-1zbMath1325.49045arXiv1403.7498OpenAlexW2014252823MaRDI QIDQ747904

Miquel Oliu-Barton

Publication date: 19 October 2015

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

Full work available at URL: https://arxiv.org/abs/1403.7498

zbMATH Keywords

differential gamescomparison principlevalue functionincomplete informationviscosity solutionsFenchel duality

Mathematics Subject Classification ID

Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Control/observation systems with incomplete information (93C41) Duality theory (optimization) (49N15) Multistage and repeated games (91A20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Problems with incomplete information (optimization) (49N30)

Related Items (15)

Existence of value for a differential game with asymmetric information and signal revealing ⋮ A zero sum differential game with correlated informations on the initial position. A case with a continuum of initial positions ⋮ Existence of Value for a Differential Game with Incomplete Information and Revealing ⋮ 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 ⋮ Asymptotically optimal strategies in repeated games with incomplete information and vanishing weights ⋮ Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side ⋮ Solving two-state Markov games with incomplete information on one side ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ Optimal strategies in zero-sum repeated games with incomplete information: the dependent case ⋮ Continuous-time Markov games with asymmetric information ⋮ Infinite horizon differential games with asymmetric information ⋮ Zero-Sum Stopping Games with Asymmetric Information ⋮ Differential games with incomplete information and with signal revealing: the symmetric case

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