A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides

Fabien Gensbittel, Catherine Rainer. A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides. SIAM J. Control and Optimization, 55(2):693-723, 2017. [doi]

Authors

Fabien Gensbittel

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Catherine Rainer

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