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

被引：0

作者：

A. Souquière

机构：

[1] Institut TELECOM,Laboratoire de Mathématiques

[2] TELECOM Bretagne,undefined

[3] UMR CNRS 3192,undefined

[4] Université de Bretagne Occidentale,undefined

[5] UMR 6205,undefined

[6] Université Européenne de Bretagne,undefined

来源：

International Journal of Game Theory | 2010年 / 39卷

关键词：

Differential games; Asymmetric information; Representation formulas; Hamilton-Jacobi equations; Viscosity solutions;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider differential games with incomplete information. For special games with dynamics independent of the state of the system and linear payoffs, we give a representation formula for the value similar to the value of repeated games with lack of information on both sides. For general games, this representation formula does not hold and we introduce an approximation of the value: we build a sequence of functions converging to the value function.

引用

页码：699 / 722

页数：23

共 13 条

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