Differential Games with Incomplete Information and with Signal Revealing: The Symmetric Case

Xiaochi Wu ()
Additional contact information
Xiaochi Wu: Shandong University, Weihai

Dynamic Games and Applications, 2021, vol. 11, issue 4, No 9, 863-891

Abstract: Abstract In this paper, we investigate the existence of value for a two-person zero-sum differential game with symmetric incomplete information and with signal revealing. Before the game begins, the initial state of the dynamic is chosen randomly among a finite number of points in $$\mathbb {R}^n$$ R n , while both players have only a probabilistic knowledge of the chosen initial state. During the game, if the system reaches a fixed closed target set K, the current state of the system at the hitting time is revealed to both players. We prove in this paper that this game has a value and its value function is the unique bounded continuous viscosity solution of a suitable Hamilton–Jacobi–Isaacs equation.

Keywords: Differential games; Incomplete information; Hamilton–Jacobi–Isaacs equation; Signal (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s13235-021-00376-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00376-1

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/13235

DOI: 10.1007/s13235-021-00376-1

Access Statistics for this article

Dynamic Games and Applications is currently edited by Georges Zaccour

More articles in Dynamic Games and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().