Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
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Publication:4652551
DOI10.1137/S0363012902411556zbMath1101.91010MaRDI QIDQ4652551
Rainer Buckdahn, Catherine Rainer, Pierre Cardaliaguet
Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
91A23: Differential games (aspects of game theory)
49N10: Linear-quadratic optimal control problems
91A15: Stochastic games, stochastic differential games
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