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Differential games with incomplete information : signals and revelation

Abstract : In this thesis we investigate two-person zero-sum differential games with incomplete information. The information structure is related to a signal communicated to the players during the game.In such games, the information is symmetric if both players receive the same signal (namely it is a public signal). Otherwise, if the players could receive different signals (i.e. they receive private signals), the information is asymmetric. We prove in this thesis the existence of value and the characterization of the value function by a partial differential equation for various types of such games.A particular type of such information structure is the symmetric case in which the players receive as their signal the current state of the dynamical system at the moment when the state of the dynamic hits a fixed target set (the unknown initial data are then revealed to both players). For this type of games, we introduce the notion of signal-depending non-anticipative strategies with delay and we prove the existence of value with such strategies.As the value functions are in general irregular (at most continuous), a crucial step of our approach is to prove the uniqueness results and the comparison principles for viscosity solutions of new types of Hamilton-Jacobi-Isaacs equation associated to the games studied in this thesis.
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Submitted on : Tuesday, February 12, 2019 - 6:38:07 PM
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Xiaochi Wu. Differential games with incomplete information : signals and revelation. General Mathematics [math.GM]. Université de Bretagne occidentale - Brest, 2018. English. ⟨NNT : 2018BRES0023⟩. ⟨tel-02016663⟩



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