{"ID":2849157,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2510.24493","arxiv_id":"2510.24493","title":"Linear-Quadratic Zero-Sum Stochastic Differential Game with Partial Observation","abstract":"This paper is concerned with a kind of linear-quadratic (LQ, for short) two-person zero-sum stochastic differential game problems with partial observation. We propose the notions of explicit and implicit feedback laws under partial observation. With the help of a class of conditional mean-field stochastic differential equations (CMF-SDEs, for short), the separation principle, filtering techniques, and the method of completion of squares, we construct a saddle point in the form of feedback laws for the two players. Finally, the theoretical results are applied to investigate a duopoly competition problem with partial observation.","short_abstract":"This paper is concerned with a kind of linear-quadratic (LQ, for short) two-person zero-sum stochastic differential game problems with partial observation. We propose the notions of explicit and implicit feedback laws under partial observation. With the help of a class of conditional mean-field stochastic differential...","url_abs":"https://arxiv.org/abs/2510.24493","url_pdf":"https://arxiv.org/pdf/2510.24493v1","authors":"[\"Zhiyong Yu\",\"Wanying Yue\"]","published":"2025-10-28T15:08:47Z","proceeding":"math.OC","tasks":"[\"math.OC\"]","methods":"[]","has_code":false}