• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Differential games with asymmetric information.

Thumbnail
Date
2007
Dewey
Probabilités et mathématiques appliquées
Sujet
viscosity solution; asymmetric information; differential game,
Journal issue
SIAM Journal on Control and Optimization
Volume
46
Number
3
Publication date
2007
Article pages
816-838
Publisher
Society for Industrial and Applied Mathematics
DOI
http://dx.doi.org/10.1137/060654396
URI
https://basepub.dauphine.fr/handle/123456789/9303
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Cardaliaguet, Pierre
Type
Article accepté pour publication ou publié
Abstract (EN)
We investigate a two-player zero-sum differential game in which the players have 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.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.