KTH Matematik  

Matematisk Statistik

Tid: 27 oktober 2014 kl 15.15-16.00.

Rum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. Karta!

Föredragshållare: Prof. Rainer Buckdahn, Université de Bretagne Occidentale, Brest, France

Titel: Differential games with asymmetric information and without Isaacs condition

Abstract We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player has a private information on the payoff of the game, while his opponent knows only the probability distribution on the information of the other player.

We show that a suitable definition of random strategies allows to prove the existence of a value in mixed strategies. Moreover, the value function can be characterised in terms of the unique viscosity solution of a Hamilton--Jacobi--Isaacs equation. Here we do not suppose the Isaacs condition which is usually assumed in differential games.

The talk is based on a joint work with Marc Quincampoix, Catherine Rainer (Université de Bretagne Occidentale, Brest, France) and Yuhong Xu (Soochow University, Suzhou, P.R.China).

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Sidansvarig: Filip Lindskog
Uppdaterad: 25/02-2009