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Approximation and representation of the value for some differential games with asymmetric information - MaRDI portal

Approximation and representation of the value for some differential games with asymmetric information (Q532771)

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scientific article; zbMATH DE number 5884783
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English
Approximation and representation of the value for some differential games with asymmetric information
scientific article; zbMATH DE number 5884783

    Statements

    Approximation and representation of the value for some differential games with asymmetric information (English)
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    5 May 2011
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    differential games
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    asymmetric information
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    representation formulas
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    Hamilton-Jacobi equations
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    viscosity solutions
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