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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorOliu-Barton, Miquel*
dc.date.accessioned2016-06-03T15:19:13Z
dc.date.available2016-06-03T15:19:13Z
dc.date.issued2015
dc.identifier.issn2153-0785
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/15517
dc.language.isoenen
dc.subjectDifferential gamesen
dc.subjectFenchel dualityen
dc.subjectIncomplete informationen
dc.subjectComparison principleen
dc.subjectValue functionen
dc.subjectViscosity solutionsen
dc.subject.ddc519en
dc.titleDifferential Games with Asymmetric and Correlated Informationen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenDifferential games with asymmetric information were introduced by Cardaliaguet (SIAM J Control Optim 46:816–838, 2007). As in repeated games with lack of information on both sides (Aumann and Maschler in Repeated games with incomplete information, with the collaboration of R. Stearns, 1995), each player receives a private signal (his type) before the game starts and has a prior belief about his opponent’s type. Then, a differential game is played in which the dynamic and the payoff functions depend on both types: each player is thus partially informed about the differential game that is played. The existence of the value function and some characterizations have been obtained under the assumption that the signals are drawn independently. In this paper, we drop this assumption and extend these results to the general case of correlated types. As an application, we provide a new characterization of the asymptotic value of repeated games with incomplete information on both sides, as the unique dual solution of a Hamilton–Jacobi equation.en
dc.relation.isversionofjnlnameDynamic Games and Applications
dc.relation.isversionofjnlvol5en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2015
dc.relation.isversionofjnlpages378-396en
dc.relation.isversionofdoi10.1007/s13235-014-0131-1en
dc.identifier.urlsitehttp://arxiv.org/abs/1403.7498v1en
dc.relation.isversionofjnlpublisherDuke University Pressen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidateouien
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2016-05-30T13:49:44Z
hal.identifierhal-01326523*
hal.version1*
hal.update.actionupdateMetadata*
hal.author.functionaut


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