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

DOI10.3934/MCRF.2017010MaRDI QIDQ524829zbMATH OpenOpenAlexFDO

Authors 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 equationsIsaacs conditionNash equilibrium pointnonzero-sum stochastic differential gamesrecursive utility

Mathematics Subject Classification ID

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)

• Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
• Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
• Nash points for nonzero-sum stochastic differential games with separate Hamiltonians
• Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients

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