一类微分博弈上值函数的上共轭的等价形式

An Equivalent Form of Upper Conjugate of Upper Value Function for a Class of Differential Games

证明了带不对称信息和相关信息的二人零和微分博弈上值函数的上共轭等价形式。通过定义博弈者带延迟的非预测随机策略,定义了博弈的值函数,根据上共轭的定义,得到上值函数的上共轭函数,最后证明了其等价形式。

The equivalent form of the upper conjugate of the upper value function for the two-person zero-sum differential game with asymmetric information and related information is proved.By defining the non-anticipative random strategy with delay of the player,the value function of the game is defined.According to the definition of the upper conjugate,the upper conjugate function of the upper value function is obtained,and finally its equivalent form is proved.