Statistical linear differential games: A treatment of incomplete information |
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Authors: | C Duchateau |
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Institution: | (1) Department de Mathematique, Facultés Notre-Dame de la Paix, Namur, Belgium |
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Abstract: | A zero-sum, two-player linear differential game of fixed duration is considered in the case when the information is incomplete but a statistical structure gives both players the possibility tospy the value of an unknown parameter in the payoff. Considerations of topological vector spaces and functional analysis allow one to demonstrate, via a classical Sion's theorem, sufficient conditions for the existence of a value.The author is indebted to Professor J. Fichefet for his helpful remarks and indications. |
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Keywords: | Differential games incomplete information linear differential games statistical differential games |
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