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Representations Formulas for Some Differential Games with Asymmetric Information

✍ Scribed by P. Cardaliaguet


Publisher
Springer
Year
2008
Tongue
English
Weight
401 KB
Volume
138
Category
Article
ISSN
0022-3239

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Snmmary~This paper is concerned with a class of M-" person linear-quadratic nonzero-sum differential games in which a subset of the players have access to closed-loop (CL) information and the rest to open-loop (eL) information. The state equation contains an additive random perturbation term, inclus