Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
From MaRDI portal
Publication:466184
DOI10.1016/j.crma.2014.06.011zbMath1298.91035OpenAlexW2962825657MaRDI QIDQ466184
Publication date: 24 October 2014
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.2014.06.011
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
Related Items
Optimal Auction Duration: A Price Formation Viewpoint, A Class of Stochastic Games and Moving Free Boundary Problems, Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums, Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games, Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional, Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game, Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games, Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games, Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes, Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
Cites Work
- Adapted solution of a backward stochastic differential equation
- Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Backward Stochastic Differential Equations in Finance
- On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games
- Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
- On the Instability of the Feedback Equilibrium Payoff in a Nonzero-Sum Differential Game on the Line
- Unnamed Item
- Unnamed Item