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Article Dans Une Revue SIAM Journal on Control and Optimization Année : 2007

Differential games with asymmetric information.

Résumé

We investigate a two-player zero-sum differential game in which the players have an asymmetric information on the random terminal payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some Hamilton-Jacobi equation. We also explain how to adapt the results to differential games where the initial position is random.
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Dates et versions

hal-00701203 , version 1 (24-05-2012)

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  • HAL Id : hal-00701203 , version 1

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Pierre Cardaliaguet. Differential games with asymmetric information.. SIAM Journal on Control and Optimization, 2007, 46 (3), pp.816-838. ⟨hal-00701203⟩
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