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.

scholarly journals Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

2021 ◽  
Vol 59 (2) ◽  
pp. 1109-1135
Author(s):  
Ľubomír Baňas ◽  
Giorgio Ferrari ◽  
Tsiry A. Randrianasolo
Keyword(s):  
Asymmetric Information ◽  
Differential Game ◽  
Numerical Approximation ◽  
Stochastic Differential Game
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