Representations formulas for some differential games with asymmetric information

DOI10.1007/s10957-008-9377-3zbMath1146.91010OpenAlexW2088201995MaRDI QIDQ937138

Pierre Cardaliaguet

Publication date: 20 August 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9377-3

zbMATH Keywords

differential gamesHamilton-Jacobi equationsviscosity solutionsrepresentation formulas

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23)

Related Items (5)

The problem of approach in differential-difference games ⋮ Repeated games in continuous time as extensive form games ⋮ Approximation and representation of the value for some differential games with asymmetric information ⋮ Some recent aspects of differential game theory ⋮ Zero-sum repeated games: recent advances and new links with differential games

Cites Work

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• Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula
• Convex viscosity solutions and state constraints
• The value of two-person zero-sum repeated games with lack of information on both sides
• Differential Games with Asymmetric Information
• On Hopf's formulas for solutions of Hamilton-Jacobi equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Variational Analysis
• Stochastic Games with a Single Controller and Incomplete Information
• Repeated Games, Duality and the Central Limit Theorem
• Repeated Games with Lack of Information on One Side: The Dual Differential Approach
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• A first course on zero-sum repeated games

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