Information issues in differential game theory*

In this survey paper we present recent advances in some classes of differential game in which there is an asymmetry of information between the players. We explain that—under suitable structure conditions—these games have a value, which can be characterized in terms of (new) Hamilton-Jacobi equati...

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Bibliographic Details
Main Author: Cardaliaguet Pierre
Format: Article
Language:English
Published: EDP Sciences 2012-04-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201235001
Description
Summary:In this survey paper we present recent advances in some classes of differential game in which there is an asymmetry of information between the players. We explain that—under suitable structure conditions—these games have a value, which can be characterized in terms of (new) Hamilton-Jacobi equations. <br> Nous présentons des résultats récents dans le domaine des jeux différentiels, pour des jeux dans lesquels les joueurs ne possèdent pas la même information sur le système. Nous expliquons que, sous certaines hypothèses de structure, ces jeux ont une valeur qui se caractérise en terme d’équations de Hamilton-Jacobi d’un type nouveau.
ISSN:1270-900X