Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829)
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English | Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes |
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Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (English)
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26 April 2017
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recursive utility
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nonzero-sum stochastic differential games
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Nash equilibrium point
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backward stochastic differential equations
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Isaacs condition
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