Differential Games with Asymmetric Information
نویسندگان
چکیده
منابع مشابه
Stochastic differential games with asymmetric information
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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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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This paper considers a variant of two-player linear quadratic stochastic differential games. In this framework, none of the players has access to the state observations for all the time, which restricts the possibility of continuous feedback strategies. However, they can observe the state intermittently at discrete time instances by paying some finite cost. Having on demand costly measurements ...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2007
ISSN: 0363-0129,1095-7138
DOI: 10.1137/060654396