DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION

P. Cardaliaguet () and M. Quincampoix ()
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P. Cardaliaguet: Laboratoire de Mathématiques, CNRS UMR 6205 Université de Bretagne Occidentale, 6 Avenue Le Gorgeu, 29200 Brest, France
M. Quincampoix: Laboratoire de Mathématiques, CNRS UMR 6205 Université de Bretagne Occidentale, 6 Avenue Le Gorgeu, 29200 Brest, France

International Game Theory Review (IGTR), 2008, vol. 10, issue 01, 1-16

Abstract: We study a zero-sum differential game where the players have only an unperfect information on the state of the system. In the beginning of the game only a random distribution on the initial state is available. The main result of the paper is the existence of the value obtained through an uniqueness result for Hamilton-Jacobi-Isaacs equations stated on the space of measure inℝn. This result is the first step for future work on differential games with lack of information.

Keywords: Differential games; incomplete information; Hamilton-Jacobi-Isaacs equation; Subject Classification: 22E46; Subject Classification: 53C35; Subject Classification: 57S20 (search for similar items in EconPapers)
JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (17)

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DOI: 10.1142/S021919890800173X

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