Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
DOI10.1080/17442508.2014.915973zbMath1321.49064arXiv1308.5882OpenAlexW3105327397MaRDI QIDQ5265776
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.5882
backward stochastic differential equationsNash equilibrium pointnon-zero-sum stochastic differential games
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
Related Items (11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals
- Zero-sum stochastic differential games and backward equations
- Backward-forward SDE's and stochastic differential games
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
- Two different approaches to nonzero-sum stochastic differential games
- Stochastic differential games
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Optimal Play in a Stochastic Differential Game
- The Existence of Value in Stochastic Differential Games
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Backward Stochastic Differential Equations in Finance
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
- Backward equations, stochastic control and zero-sum stochastic differential games
- Bounds for the fundamental solution of a parabolic equation
This page was built for publication: Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients