  We consider a two-player zero-sum game with integral payoff and with
incomplete information on one side, where the payoff is chosen among a
continuous set of possible payoffs. We prove that the value function of this
game is solution of an auxiliary optimization problem over a set of
measure-valued processes. Then we use this equivalent formulation to
characterize the value function as the viscosity solution of a special type of
a Hamilton-Jacobi equation. This paper generalizes the results of a previous
work of the authors, where only a finite number of possible payoffs is
considered.
