scholarly journals Uniqueness of Nash equilibrium for linear-convex stochastic differential games

1987 ◽  
Vol 53 (1) ◽  
pp. 133-138 ◽  
Author(s):  
B. Wernerfelt
Keyword(s):  
Nash Equilibrium ◽  
Differential Games ◽  
Stochastic Differential Games ◽  
Uniqueness Of Nash Equilibrium

Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers

2015 ◽  
Vol 47 (02) ◽  
pp. 355-377
Author(s):  
Qian Lin
Keyword(s):  
Nash Equilibrium ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Differential Games ◽  
Backward Stochastic Differential Equations ◽  
Stochastic Differential Games ◽  
Cost Functionals ◽  
Reflecting Barriers

In this paper we study Nash equilibrium payoffs for nonzero-sum stochastic differential games with two reflecting barriers. We obtain an existence and a characterization of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations with two reflecting barriers.

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