Some Recent Aspects of Differential Game Theory

This survey paper presents some new advances in theoretical aspects of differential game theory. We particular focus on three topics: differential games with state constraints; backward stochastic differential equations approach to stochastic differential games; differential games with incomplete information. We also address some recent development in nonzero‐sum differential games (analysis of systems of Hamilton–Jacobi equations by conservation laws methods; differential games with a large number of players, i.e., mean‐field games) and long‐time average of zero‐sum differential games.