Differential Games with Asymmetric and Correlated Information
نویسندگان
چکیده
منابع مشابه
Differential Games with Asymmetric and Correlated Information
Differential games with asymmetric information were introduced by Cardaliaguet (2007). As in repeated games with lack of information on both sides (Aumann and Maschler (1995)), each player receives a private signal (his type) before the game starts and has a prior belief about his opponent’s type. Then, a differential game is played in which the dynamic and the payoff function depend on both ty...
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We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some second order Hamilton-Jacobi equation. Key-words : stochastic differential game, asymmetric information, viscosity solution. A.M.S. classification : 49N70, 49L...
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ژورنال
عنوان ژورنال: Dynamic Games and Applications
سال: 2014
ISSN: 2153-0785,2153-0793
DOI: 10.1007/s13235-014-0131-1