[FAM-news] reminder, this week's seminars
sandra at fam.tuwien.ac.at
Sun Feb 11 22:49:40 CET 2007
11:00, seminar room 107 (different day and time!)
Catherine Rainer (Université de Brest, France)
Stochastic differential games with asymmetric information
We investigate a two-player zero-sum stochastic differential game in
which the players have an asymmetric information on the random payoff.
We prove that the game has a value and characterize this value in terms
of dual solutions of some second order Hamilton-Jacobi equation.
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