Representations formulas for some differential games with asymmetric information

被引：6

作者：

Cardaliaguet, P. ^{[1
]}

机构：

[1] Univ Brest, CNRS, UMR 6205, Math Lab, Brest, France

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2008年 / 138卷 / 01期

关键词：

differential games; representation formulas; Hamilton-Jacobi equations; viscosity solutions;

D O I：

10.1007/s10957-008-9377-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

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：16

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