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Article
Gensbittel, Fabien and Rainer, Catherine
(2018)
A two player zero-sum game where only one player observes a Brownian motion.
Dynamic Games and Applications, 8 (2).
pp. 280-314.
Gensbittel, Fabien and Rainer, Catherine
(2017)
A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides.
SIAM Journal on Control and Optimization (SICON), 55 (2).
pp. 693-723.