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Published in: Dynamic Games and Applications 4/2021

22-02-2021

Differential Games with Incomplete Information and with Signal Revealing: The Symmetric Case

Author: Xiaochi Wu

Published in: Dynamic Games and Applications | Issue 4/2021

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Abstract

In this paper, we investigate the existence of value for a two-person zero-sum differential game with symmetric incomplete information and with signal revealing. Before the game begins, the initial state of the dynamic is chosen randomly among a finite number of points in \(\mathbb {R}^n\), while both players have only a probabilistic knowledge of the chosen initial state. During the game, if the system reaches a fixed closed target set K, the current state of the system at the hitting time is revealed to both players. We prove in this paper that this game has a value and its value function is the unique bounded continuous viscosity solution of a suitable Hamilton–Jacobi–Isaacs equation.

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Metadata
Title
Differential Games with Incomplete Information and with Signal Revealing: The Symmetric Case
Author
Xiaochi Wu
Publication date
22-02-2021
Publisher
Springer US
Published in
Dynamic Games and Applications / Issue 4/2021
Print ISSN: 2153-0785
Electronic ISSN: 2153-0793
DOI
https://doi.org/10.1007/s13235-021-00376-1

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