A double obstacle problem arising in differential game theory

DOI10.1016/j.jmaa.2009.06.041zbMath1173.49033OpenAlexW2000111160MaRDI QIDQ837120

Pierre Cardaliaguet

Publication date: 10 September 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.06.041

zbMATH Keywords

differential gamesconvex hullviscosity solutions of Hamilton-Jacobi equationslack of information

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (21)

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Cites Work

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• The splitting game and applications
• Infinite horizon differential games with asymmetric information
• Stochastic differential games with asymmetric information
• The value of two-person zero-sum repeated games with lack of information on both sides
• On a Continuous-Time Game with Incomplete Information
• The convex envelope is the solution of a nonlinear obstacle problem
• Differential Games with Asymmetric Information
• User’s guide to viscosity solutions of second order partial differential equations

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