document: Repeated games with lack of information on one side : the dual differential approach We introduce the dual differential game of a repeated game with lack of information on one side as the natural continuous time version of the dual game introduced by De Meyer -LRB- 1996 -RRB- . A traditional way to study the value of differential games is through discrete time approximations . Here , we follow the opposite approach : We identify the limit value of a repeated game in discrete time as the value of a differential game . Namely , we use the recursive structure for the finitely repeated version of the dual game to construct a differential game for which the upper values of the uniform discretization satisfy precisely the same property . The value of the dual differential game exists and is the unique viscosity solution of a first-order derivative equation with a limit condition . We identify the solution by translating viscosity properties in the primal
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extractive_keyphrases: repeated games dual differential game repeated game discrete time approximations limit value discrete time viscosity solution limit condition