Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums
From MaRDI portal
Publication:5076715
DOI10.1287/moor.2021.1143zbMath1491.91012arXiv2002.00449OpenAlexW3196745509MaRDI QIDQ5076715
No author found.
Publication date: 17 May 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.00449
Nash equilibriumdynamic programming principleclosed-loop controlsnonzero sum gamepath dependent PDEset value
Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11)
Related Items (4)
Stability of Equilibria in Time-Inconsistent Stopping Problems ⋮ Convex projection and convex multi-objective optimization ⋮ Continuity and sensitivity analysis of parameterized Nash games ⋮ Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals
- Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game
- Stochastic games for \(N\) players
- Dynamic approaches for some time-inconsistent optimization problems
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
- A financial market with interacting investors: does an equilibrium exist?
- Two different approaches to nonzero-sum stochastic differential games
- Stochastic differential games
- Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- Zero-sum path-dependent stochastic differential games in weak formulation
- Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation
- Repeated Games
- Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
- On Existence of a Nash Equilibrium Point in N-Person Nonzero Sum Stochastic Differential Games
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games
- Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
- Front Propagation and Phase Field Theory
- Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games
- Functional Itô calculus
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
- Backward Stochastic Differential Equations
- Games with Imperfectly Observable Actions in Continuous Time
This page was built for publication: Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums