Nonzero-sum stochastic differential games with additive structure and average payoffs

DOI10.3934/jdg.2014.1.555zbMath1332.91022OpenAlexW2329207593MaRDI QIDQ258738

Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos

Publication date: 10 March 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2014.1.555

zbMATH Keywords

dynamic programmingadditive structureaverage (or ergodic) payoff criterionnonzero-sum stochastic differential gamesrelaxation theory

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

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