Representations Formulas for Some Differential Games with Asymmetric Information

被引：0

作者：

P. Cardaliaguet

机构：

[1] Université de Brest,Laboratoire de Mathématiques (UMR CNRS 6205)

来源：

Journal of Optimization Theory and Applications | 2008年 / 138卷

关键词：

Differential games; 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 compute the value of several two-player zero-sum differential games in which the players have an asymmetric information on the random terminal payoff.

引用

页码：1 / 16

页数：15

共 18 条

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