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UID:7518@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20170623T110000
DTEND;TZID=Europe/Paris:20170623T120000
DTSTAMP:20241120T204354Z
URL:https://www.i2m.univ-amu.fr/evenements/a-two-player-zerosum-game-where
 -only-one-player-observes-a-brownian-motion-catherine-rainer/
SUMMARY:Catherine Rainer (LMBA\, Université de Brest): A two player zerosu
 m game where only one player observes a Brownian motion - Catherine Rainer
DESCRIPTION:Catherine Rainer: We study a two-player zero-sum game in contin
 uous time\, where the payoff-a running cost-depends on a Brownian motion. 
 This Brownian motion is observed in real time by one of the players. The o
 ther one observes only the actions of his opponent. We prove that the game
  has a value and characterize it as the largest convex subsolution of a Ha
 milton-Jacobi equation on the space of probability measures.\n\nCommon wor
 k with Fabien Gensbittel (TSE Toulouse)\n\nhttp://www.lmba-math.fr/perso/c
 atherine.rainer/Erice2017_Rainer.pdf\n\nhttps://hal.archives-ouvertes.fr/h
 al-01378499v2\n\n&nbsp\;
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/01/Catherine_Rainer_2015.jpg
CATEGORIES:Séminaire,Probabilités
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DTSTART:20170326T030000
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