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Article Dans Une Revue Journal of Optimization Theory and Applications Année : 2008

Representation formulas for differential games with asymmetric information

Résumé

We compute the value of several two-player zero-sum differential games in which the players have an asymmetric information on the random terminal payoff.
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Dates et versions

hal-00657564 , version 1 (06-01-2012)

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  • HAL Id : hal-00657564 , version 1

Citer

Pierre Cardaliaguet. Representation formulas for differential games with asymmetric information. Journal of Optimization Theory and Applications, 2008, 138 (1), pp.1-16. ⟨hal-00657564⟩
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