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Representations Formulas for Some Differential Games with Asymmetric Information

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  • P. Cardaliaguet

    (Université de Brest)

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.

Suggested Citation

  • P. Cardaliaguet, 2008. "Representations Formulas for Some Differential Games with Asymmetric Information," Journal of Optimization Theory and Applications, Springer, vol. 138(1), pages 1-16, July.
    • Handle: RePEc:spr:joptap:v:138:y:2008:i:1:d:10.1007_s10957-008-9377-3
    DOI: 10.1007/s10957-008-9377-3
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    References listed on IDEAS

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    1. Bernard De Meyer, 1996. "Repeated Games, Duality and the Central Limit Theorem," Mathematics of Operations Research, INFORMS, vol. 21(1), pages 237-251, February.
    2. VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2002. "Stochastic games with a single controller and incomplete information," HEC Research Papers Series 754, HEC Paris.
    3. De Meyer, B., 1996. "Repeated games, duality and the central limit theorem," LIDAM Reprints CORE 1210, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," LIDAM Discussion Papers CORE 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Rida Laraki, 2002. "Repeated Games with Lack of Information on One Side: The Dual Differential Approach," Mathematics of Operations Research, INFORMS, vol. 27(2), pages 419-440, May.
    6. Bernard de Meyer, 1996. "Repeated games, Duality, and the Central Limit Theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00259714, HAL.
    7. Bernard de Meyer, 1996. "Repeated games, Duality, and the Central Limit Theorem," Post-Print hal-00259714, HAL.
    8. Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, December.
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    Cited by:

    1. Alós-Ferrer, Carlos & Kern, Johannes, 2015. "Repeated games in continuous time as extensive form games," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 34-57.

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