Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes

DOI10.3934/mcrf.2017010zbMath1360.49029OpenAlexW2607201150MaRDI QIDQ524829

Rui Mu, Zhen Wu

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

zbMATH Keywords

backward stochastic differential equationsrecursive utilitynonzero-sum stochastic differential gamesIsaacs conditionNash equilibrium point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15)

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