Representations Formulas for Some Differential Games with Asymmetric Information
Cardaliaguet, Pierre (2008), Representations Formulas for Some Differential Games with Asymmetric Information, Journal of Optimization Theory and Applications, 138, 1, p. 1-16. http://dx.doi.org/10.1007/s10957-008-9377-3
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00657564/fr/Date
2008Journal name
Journal of Optimization Theory and ApplicationsVolume
138Number
1Publisher
Springer
Pages
1-16
Publication identifier
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Cardaliaguet, PierreAbstract (EN)
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.Subjects / Keywords
Viscosity solutions; Hamilton–Jacobi equations; Representation formulas; Differential gamesRelated items
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