Linear-quadratic-Gaussian differential games with different information patterns

Ashitosh Swarup, Jason L. Speyer. Linear-quadratic-Gaussian differential games with different information patterns. In 42nd IEEE Conference on Decision and Control, CDC 2003, Maui, Hawaii, USA, December 9-12, 2003. pages 4146-4151, IEEE, 2003. [doi]

@inproceedings{SwarupS03,
  title = {Linear-quadratic-Gaussian differential games with different information patterns},
  author = {Ashitosh Swarup and Jason L. Speyer},
  year = {2003},
  doi = {10.1109/CDC.2003.1271799},
  url = {https://doi.org/10.1109/CDC.2003.1271799},
  researchr = {https://researchr.org/publication/SwarupS03},
  cites = {0},
  citedby = {0},
  pages = {4146-4151},
  booktitle = {42nd IEEE Conference on Decision and Control, CDC 2003, Maui, Hawaii, USA, December 9-12, 2003},
  publisher = {IEEE},
  isbn = {0-7803-7924-1},
}