Existence of value for a differential game with asymmetric information and signal revealing

2021 ◽  
Author(s):  
Xiaochi Wu
Keyword(s):  
Asymmetric Information ◽  
Differential Game ◽  
Existence Of Value

scholarly journals Differential game with switching controls on Hilbert space

1997 ◽  
Vol 39 (2) ◽  
pp. 230-256
Author(s):  
Siu Pang Yung
Keyword(s):  
Hilbert Space ◽  
Differential Game ◽  
Viscosity Solution ◽  
Real Hilbert Space ◽  
Maximal Monotone ◽  
Maximal Monotone Operators ◽  
Monotone Operators ◽  
Evolution System ◽  
Value Of The Game ◽  
Existence Of Value

AbstractWe study differential game problems in which the players can select different maximal monotone operators for the governing evolution system. Setting up our problem on a real Hilbert space, we show that the Elliott-Kalton upper and lower value of the game are viscosity solution of some Hamilton-Jacobi-Isaacs equations. Uniqueness is obtained by assuming condition analogous to the classical Isaacs condition, and thus the existence of value of the game follows.

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