Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games

Previous article Next article Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential GamesRainer Buckdahn, Pierre Cardaliaguet, and Catherine RainerRainer Buckdahn, Pierre Cardaliaguet, and Catherine Rainerhttps://doi.org/10.1137/S0363012902411556PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAboutAbstractExistence and characterization of Nash equilibrium payoffs are proved for stochastic nonzero-sum differential games.[1] A. Bensoussan and , J. Frehse, Stochastic games for N players, J. Optim. Theory Appl., 105 (2000), 543–565, Special Issue in honor of Professor David G. Luenberger 10.1023/A:1004637022496 2002g:49049 CrossrefISIGoogle Scholar[2] W. Fleming and , P. Souganidis, On the existence of value functions of two‐player, zero‐sum stochastic differential games, Indiana Univ. Math. J., 38 (1989), 293–314 90e:93089 CrossrefISIGoogle Scholar[3] S. Hamadene, , J.‐P. Lepeltier and , S. 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Kushner28 November 2007 | SIAM Journal on Control and Optimization, Vol. 46, No. 6AbstractPDF (335 KB) Volume 43, Issue 2| 2004SIAM Journal on Control and Optimization History Published online:26 July 2006 InformationCopyright © 2004 Society for Industrial and Applied MathematicsKeywordsnonzero-sum differential gamestochastic differential gameNash equilibriumMSC codes91A2391A15PDF Download Article & Publication DataArticle DOI:10.1137/S0363012902411556Article page range:pp. 624-642ISSN (print):0363-0129ISSN (online):1095-7138Publisher:Society for Industrial and Applied Mathematics