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Volumn 360, Issue 1, 2009, Pages 95-107

A double obstacle problem arising in differential game theory

Author keywords

Convex hull; Differential games; Lack of information; Viscosity solutions of Hamilton Jacobi equations

Indexed keywords


EID: 68049132860     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2009.06.041     Document Type: Article
Times cited : (30)

References (10)
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  • 4
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    • Differential games with asymmetric information
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    • Stochastic differential games with asymmetric information
    • Cardaliaguet P., and Rainer C. Stochastic differential games with asymmetric information. Appl. Math. Optim. 59 1 (2009) 1-36
    • (2009) Appl. Math. Optim. , vol.59 , Issue.1 , pp. 1-36
    • Cardaliaguet, P.1    Rainer, C.2
  • 6
    • 68049123644 scopus 로고    scopus 로고
    • On a continuous time game with incomplete information
    • in press
    • P. Cardaliaguet, C. Rainer, On a continuous time game with incomplete information, Appl. Math. Optim., in press
    • Appl. Math. Optim
    • Cardaliaguet, P.1    Rainer, C.2
  • 7
    • 84967708673 scopus 로고
    • User's guide to viscosity solutions of second order partial differential equations
    • Crandall M.G., Ishii H., and Lions P.-L. User's guide to viscosity solutions of second order partial differential equations. Bull. Amer. Math. Soc. 27 (1992) 1-67
    • (1992) Bull. Amer. Math. Soc. , vol.27 , pp. 1-67
    • Crandall, M.G.1    Ishii, H.2    Lions, P.-L.3
  • 8
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    • The splitting game and applications
    • (2002)
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  • 9
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    • The value of two person zero sum repeated games with lack of information on both sides
    • Mertens J.F., and Zamir S. The value of two person zero sum repeated games with lack of information on both sides. Internat. J. Game Theory 1 (1994) 39-64
    • (1994) Internat. J. Game Theory , vol.1 , pp. 39-64
    • Mertens, J.F.1    Zamir, S.2
  • 10
    • 44349176723 scopus 로고    scopus 로고
    • The convex envelope is the solution of a nonlinear obstacle problem
    • Oberman A.M. The convex envelope is the solution of a nonlinear obstacle problem. Proc. Amer. Math. Soc. 135 6 (2007) 1689-1694
    • (2007) Proc. Amer. Math. Soc. , vol.135 , Issue.6 , pp. 1689-1694
    • Oberman, A.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.