Stochastic differential games with asymmetric information

Applied Mathematics and Optimization

Volumn 59, Issue 1, 2009, Pages 1-36

  Cardaliaguet, Pierre ^a   Rainer, Catherine ^a  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

Author keywords

Asymmetric information; Stochastic differential game; Viscosity solution

Indexed keywords

ASYMMETRIC INFORMATION; HAMILTON-JACOBI EQUATIONS; SECOND ORDERS; STOCHASTIC DIFFERENTIAL GAME; VISCOSITY SOLUTION;

HYDRODYNAMICS; VISCOSITY;

GAME THEORY;

EID: 57849096692     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-008-9042-0     Document Type: Article

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