@article {
	title = {Partially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear H$\infty$~Control},
	author = {James, Matthew R., Baras, John S.},
	year = {1996},
	month = {07/1996},
	abstract = {This paper presents new results for partially observed nonlinear differential games. Using the concept of information state, we solve this problem in terms of an infinite-dimensional partial differential equation, which turns out to be the Hamilton-Jacobi-Isaacs (HJI) equation for partially observed differential games. We give definitions of smooth and viscosity solutions and prove that the value function is a viscosity solution of the HJI equation. We prove a verification theorem, which implies that the optimal controls are separated in that they depend on the observations through the information state. This constitutes a separation principle for partially observed differential games. We also present some new results concerning the certainty equivalence principle under certain standard assumptions. Our results are applied to a nonlinear output feedback H$\infty$~ robust control problem.},
	pages = {pp.  1342-1364},
	volume = {Vol. 34},
	number = {No. 4},
	journal = {SIAM Journal on Control and Optimization}
}
