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#### 2.3.4.2 General RG and viscosity tools

We follow Cardaliaguet et al. (2012).

(A) RG with incomplete information. Consider an arbitrarily evaluation probability μ on $ℕ*$ inducing a partition Π. Let $VΠ(tk,p,q)$ be the value of the game starting at time $tk$. One has $VΠ(1,p,q):=0$ and:

${V}_{\text{Π}}\left({t}_{n},p,q\right)=\text{val}\left[{\mu }_{n+1}g\left(x,y,p,q\right)+\sum _{i,j}x\left(i\right)y\left(j\right){V}_{\text{Π}}\left({t}_{n+1},p\left(i\right),q\left(i\right)\right)\right].$

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