A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides
DOI10.1137/16M106217XzbMath1358.91018arXiv1602.06140OpenAlexW2286053263MaRDI QIDQ2968554
Fabien Gensbittel, Catherine Rainer
Publication date: 17 March 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.06140
Hamilton-Jacobi equationsstochastic differential gameincomplete informationzero-sum continuous-time game
Random fields (60G60) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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