Approximation and representation of the value for some differential games with asymmetric information
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Publication:532771
DOI10.1007/s00182-009-0217-yzbMath1211.91067OpenAlexW2070043560MaRDI QIDQ532771
Publication date: 5 May 2011
Published in: International Journal of Game Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00182-009-0217-y
differential gamesasymmetric informationHamilton-Jacobi equationsviscosity solutionsrepresentation formulas
2-person games (91A05) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (8)
Differential games with incomplete information on a continuum of initial positions and without Isaacs condition ⋮ Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition ⋮ A probabilistic-numerical approximation for an obstacle problem arising in game theory ⋮ Repeated games in continuous time as extensive form games ⋮ Some recent aspects of differential game theory ⋮ Zero-sum repeated games: recent advances and new links with differential games ⋮ Differential games with asymmetric and correlated information ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information
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