A differential game of incomplete information |
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Authors: | G. Hexner |
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Affiliation: | (1) Ben Gurion University of the Negev, Beer Sheva, Israel |
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Abstract: | In this paper, we study a differential game of incomplete information. In such a game, the cost function depends on parameter . At the start of the game, only one of the players knows the value of this parameter, while the other player has only a (subjective) probability distribution for the parameter. We obtain explicit expressions for both the value of the game and the two players' optimal strategies. |
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Keywords: | Differential games incomplete information homing problem |
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