On a Continuous-Time Game with Incomplete Information
研究一方不完全信息的零和二人连续时间博弈，通过鞅测度优化问题计算知情方最优策略，并给出显式解例。
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, the authors show that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some martingale measures. The authors also characterize the optimal martingale measures and compute them explicitly in several examples.