论文信息 - A Differential Game with a Blind Player

A Differential Game with a Blind Player

We consider a zero sum differential game with lack of observation on one side. The initial state of the system is drawn at random according to a probability $\mu_0$ on ${\mathbb R}^N$. Player I is informed of the initial position of state, while Player II knows only $\mu_0$. Moreover Player I observes Player II's moves, while Player II is blind and has no further information. We prove that in this game with a terminal payoff the value exists and is characterized as the unique viscosity solution of a Hamilton--Jacobi equation on a space of probability measures.

Pierre Cardaliaguet | Anne Souquière | P. Cardaliaguet | A. Souquière

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