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Deterministic Differential Games Under Probability Knowledge Of Initial Condition

  • P. CARDALIAGUET

    ()

    (Laboratoire de Mathématiques, CNRS UMR 6205 Université de Bretagne Occidentale, 6 Avenue Le Gorgeu, 29200 Brest, France)

  • M. QUINCAMPOIX

    ()

    (Laboratoire de Mathématiques, CNRS UMR 6205 Université de Bretagne Occidentale, 6 Avenue Le Gorgeu, 29200 Brest, France)

Registered author(s):

    We study a zero-sum differential game where the players have only an unperfect 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.

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    Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal International Game Theory Review.

    Volume (Year): 10 (2008)
    Issue (Month): 01 ()
    Pages: 1-16

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    Handle: RePEc:wsi:igtrxx:v:10:y:2008:i:01:p:1-16
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