A Differential Game with a Blind Player
نویسندگان
چکیده
We consider a zero sum differential game with lack of observation on one side. The initial state of the system is drawn at random according to some probability μ0 on IR N . Player I is informed of the initial position of state while player II knows only μ0. Moreover Player I observes Player II’s moves while Player II is blind and has no further information. We prove that in this game with a terminal payoff the value exists and is characterized as the unique viscosity solution of some Hamilton-Jacobi equation on a space of probability measures.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 50 شماره
صفحات -
تاریخ انتشار 2012