Uniqueness of Nash equilibrium for linear-convex stochastic differential games (Q1076631)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of Nash equilibrium for linear-convex stochastic differential games |
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Uniqueness of Nash equilibrium for linear-convex stochastic differential games (English)
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1987
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The uniqueness of Nash equilibria is shown for a class of stochastic differential games where the dynamic constraints are linear in the control variables. The result is applied to an oligopoly.
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uniqueness of Nash equilibria
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stochastic differential games
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oligopoly
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