A two-player zero-sum game where only one player observes a Brownian motion
Year of publication: |
2018
|
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Authors: | Gensbittel, Fabien ; Rainer, Catherine |
Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 8.2018, 2, p. 280-314
|
Subject: | Brownian motion | Hamilton–Jacobi equations | Incomplete information | Measure-valued process | Zero-sum continuous-time game | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Unvollkommene Information |
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