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Article Dans Une Revue International Game Theory Review Année : 2008

Deterministic differential games under probability knowledge of initial condition.

Résumé

We study a zero-sum differential game where the players have only an imperfect information on the state of the system. In the beginning of the game only a random distribution on the initial state is available. The main result of the paper is the existence of the value obtained through an uniqueness result for Hamilton-Jacobi-Isaacs equations stated on the space of measure in Rn. This result is the first step for future work on differential games with lack of information.
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Dates et versions

hal-00657563 , version 1 (06-01-2012)

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  • HAL Id : hal-00657563 , version 1

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Pierre Cardaliaguet, Marc Quincampoix. Deterministic differential games under probability knowledge of initial condition.. International Game Theory Review, 2008, 10 (1), pp.1-16. ⟨hal-00657563⟩
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