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.
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Communicated by L. D. Berkovitz
The author is indebted to Professor J. Fichefet for his helpful remarks and indications.
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Duchateau, C. Statistical linear differential games: A treatment of incomplete information. J Optim Theory Appl 19, 293–299 (1976). https://doi.org/10.1007/BF00934098
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DOI: https://doi.org/10.1007/BF00934098