A linear-quadratic differential game with infinite dimensional state space is considered. The system state is affected by disturbance and both players have access to different measurements. Optimal linear strategies for the pursuer and the evader, when they exist, are explicitly determined.
Aihara, S., & Bagchi, A. (1987). Linear-quadratic stochastic differential games for distributed parameter systems. Computers and mathematics with applications, 13(1-3), 247-259. https://doi.org/10.1016/0898-1221(87)90108-8