On a continuous-time game with incomplete information

Mathematics of Operations Research

Volumn 34, Issue 4, 2009, Pages 769-794

  Cardaliaguet, Pierre ^a   Rainer, Catherine ^a  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

Author keywords

Continuous time game; Hamilton Jacobi equations; Incomplete information

Indexed keywords

CONTINUOUS TIME; HAMILTON JACOBI EQUATIONS; INCOMPLETE INFORMATION; MARTINGALE MEASURES; OPTIMAL STRATEGIES; OPTIMIZATION PROBLEMS;

CONTINUOUS TIME SYSTEMS; MECHANICS; OPTIMIZATION;

GAME THEORY;

EID: 73249128587     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1090.0414     Document Type: Article

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