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
Recommendations
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Nash-equilibrium in stochastic differential games
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals
Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Equilibrium points in n -person games
- Existence for BSDE with superlinear–quadratic coefficient
- Stochastic games for \(N\) players
- Zero-sum stochastic differential games and backward equations
Cited In (10)
- 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
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
- A stochastic maximum principle for a stochastic differential game of a mean-field type
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
This page was built for publication: Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2272015)
