Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
DOI10.3934/MCRF.2017010zbMATH Open1360.49029OpenAlexW2607201150MaRDI QIDQ524829FDOQ524829
Publication date: 26 April 2017
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2017010
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backward stochastic differential equationsrecursive utilitynonzero-sum stochastic differential gamesIsaacs conditionNash equilibrium point
Differential games and control (49N70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15)
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Cited In (4)
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
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