Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs

DOI10.1016/j.crma.2009.04.033zbMath1173.91310MaRDI QIDQ2272015

Zhen Wu, Jean-Pierre Lepeltier, Zhi-Yong Yu

Publication date: 5 August 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.04.033

zbMATH Keywords

Malliavin calculus; Nash equilibrium; backward stochastic differential equations; stochastic games; BSDEs

Mathematics Subject Classification ID

91A23: Differential games (aspects of game theory)

60H30: Applications of stochastic analysis (to PDEs, etc.)

91A15: Stochastic games, stochastic differential games

Related Items

Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games, Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition, Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients, Some recent aspects of differential game theory, A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals, Backward stochastic viability and related properties on \(Z\) for BSDEs with applications

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