Existence and uniqueness of a Nash equilibrium feedback is established for a simple class nonzero-sum differential games on the line. Copyright Springer-Verlag 2003

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs depend, while the non-informed player only observes his...