Games with Incomplete Information in Continuous Time and for Continuous Types
Year of publication: |
2012
|
---|---|
Authors: | Cardaliaguet, Pierre ; Rainer, Catherine |
Published in: |
Dynamic Games and Applications. - Springer. - Vol. 2.2012, 2, p. 206-227
|
Publisher: |
Springer |
Subject: | Continuous-time game | Incomplete information | Martingale measures | Hamilton–Jacobi equations |
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