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hal-00657563, version 1

Deterministic differential games under probability knowledge of initial condition.

Pierre Cardaliaguet (, http://www.ceremade.dauphine.fr/~cardalia/) 1, Marc Quincampoix () 2

International Game Theory Review 10, 1 (2008) 1-16

Abstract: We study a zero-sum differential game where the players have only an imperfect information on the state of the system. In the beginning of the game only a random distribution on the initial state is available. The main result of the paper is the existence of the value obtained through an uniqueness result for Hamilton-Jacobi-Isaacs equations stated on the space of measure in Rn. This result is the first step for future work on differential games with lack of information.

  • 1:  CEntre de REcherches en MAthématiques de la DEcision (CEREMADE)
  • CNRS : UMR7534 – Université Paris IX - Paris Dauphine
  • 2:  Laboratoire de mathématiques de Brest (LM)
  • CNRS : UMR6205 – Université de Bretagne Occidentale [UBO] – Institut Supérieur des Sciences et Technologies de Brest (ISSTB)
  • Domain : Mathematics/Optimization and Control
 
  • hal-00657563, version 1
  • http://hal.archives-ouvertes.fr/hal-00657563
  • oai:hal.archives-ouvertes.fr:hal-00657563
  • From: Pierre Cardaliaguet <>
  • Submitted on: Friday, 6 January 2012 22:41:04
  • Updated on: Friday, 6 January 2012 22:41:04