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Representations Formulas for Some Differential Games with Asymmetric Information

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Abstract

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.

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Authors and Affiliations

  1. Laboratoire de Mathématiques (UMR CNRS 6205), Université de Brest, Brest, France

    P. Cardaliaguet

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  1. P. Cardaliaguet
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Correspondence to P. Cardaliaguet.

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Communicated by T.L. Vincent.

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Cardaliaguet, P. Representations Formulas for Some Differential Games with Asymmetric Information. J Optim Theory Appl 138, 1–16 (2008). https://doi.org/10.1007/s10957-008-9377-3

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  • DOI: https://doi.org/10.1007/s10957-008-9377-3

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