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Representations Formulas for Some Differential Games with Asymmetric Information
Date
2008
Link to item file
http://hal.archives-ouvertes.fr/hal-00657564/fr/
Dewey
Probabilités et mathématiques appliquées
Sujet
Viscosity solutions; Hamilton–Jacobi equations; Representation formulas; Differential games
Journal issue
Journal of Optimization Theory and Applications
Volume
138
Number
1
Publication date
2008
Article pages
1-16
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s10957-008-9377-3
URI
https://basepub.dauphine.fr/handle/123456789/7860
Collections
CEREMADE : Publications
Metadata
Show full item record
Author
Cardaliaguet, Pierre
Type
Article accepté pour publication ou publié
Abstract (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.
