Nash equilibria for nonzero-sum ergodic stochastic differential games

DOI10.1017/JPR.2017.48zbMath1416.91029arXiv1511.02716OpenAlexW3124324239MaRDI QIDQ4684904

Victor Fedyashov, Samuel N. Cohen

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.02716

zbMATH Keywords

Nash equilibriumBSDEergodic game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 2-person games (91A05) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

Related Items (4)

Ergodic BSDEs driven by G-Brownian motion and applications ⋮ Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation ⋮ Mean-field linear-quadratic stochastic differential games in an infinite horizon ⋮ Dynamic equilibrium of market making with price competition

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