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Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side

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Advances in Dynamic Games and Their Applications

Part of the book series: Annals of the International Society of Dynamic Games ((AISDG,volume 10))

Abstract

We investigate two-player zero-sum differential games in which the first player has more information on the terminal payoff than the second one. For this game we explain how to build numerical schemes for the value function and use these schemes to construct ε-optimal strategies for the players.

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Authors and Affiliations

  1. Laboratoire de Mathématiques, Université de Bretagne Occidentale, UMR 6205, 6 Av. Le Gorgeu, BP 809, 29285, Brest

    Pierre Cardaliaguet

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  1. Pierre Cardaliaguet
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Correspondence to Pierre Cardaliaguet .

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    © 2009 Birkhäuser Boston

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    Cardaliaguet, P. (2009). Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side. In: Pourtallier, O., Gaitsgory, V., Bernhard, P. (eds) Advances in Dynamic Games and Their Applications. Annals of the International Society of Dynamic Games, vol 10. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-4834-3_10

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