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走向现代数学-系列学术报告(No.432)(吴晓驰 博士)
日期: 2021-05-27      信息来源:      点击数:
题目:Differential Games with Incomplete Information and Signal Revealing

报告人:吴晓驰 博士(山东大学威海校区)

时间:2021年5月28日,上午10:00

地点:学术报告厅 工西416 

摘要:We investigate the existence of value for a two-person zero-sum differential game with asymmetric incomplete information and with signal revealing. Before the game begins, the initial state of the dynamical system is chosen randomly among a finite number of points while both players receive only partial private information about the initial state. During the game, the current state of the system at the hitting time is revealed publicly if a fixed level of public knowledge is accumulated. We prove that this game has a value and its value function is characterized as the unique bounded continuous viscosity solution of a suitable Hamilton-Jacobi-Isaacs equation.

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