Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
DOI10.1016/J.CRMA.2009.04.033zbMATH Open1173.91310OpenAlexW2042664375MaRDI QIDQ2272015FDOQ2272015
Authors: Zhen Wu, J.-P. Lepeltier, Zhiyong 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
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Cites Work
- Equilibrium points in n -person games
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward Stochastic Differential Equations in Finance
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- Existence for BSDE with superlinear–quadratic coefficient
- Stochastic games for \(N\) players
- Zero-sum stochastic differential games and backward equations
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Cited In (8)
- 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
- Some recent aspects of differential game theory
- 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
- Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
- A stochastic maximum principle for a stochastic differential game of a mean-field type
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