Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games

Stochastic Processes and their Applications ◽

10.1016/j.spa.2020.07.003 ◽

2020 ◽

Vol 130 (11) ◽

pp. 6901-6926

Author(s):

Said Hamadène ◽

Rui Mu

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Stochastic Differential Games ◽

Nash Equilibrium Points

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Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients

Stochastics ◽

10.1080/17442508.2014.915973 ◽

2014 ◽

Vol 87 (1) ◽

pp. 85-111 ◽

Author(s):

Said Hamadène ◽

Rui Mu

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Stochastic Differential Games ◽

Unbounded Coefficients ◽

Nash Equilibrium Points ◽

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

Mathematical Control & Related Fields ◽

10.3934/mcrf.2017010 ◽

2017 ◽

Vol 7 (2) ◽

pp. 289-304

Author(s):

Rui Mu ◽

◽

Zhen Wu ◽

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Stochastic Differential Games ◽

Unbounded Coefficients ◽

Nash Equilibrium Points

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Existence of Saddle Points and Nash Equilibrium Points for Differential Games

SIAM Journal on Control ◽

10.1137/0313060 ◽

1975 ◽

Vol 13 (5) ◽

pp. 977-980 ◽

Author(s):

T. Parthasarathy ◽

T. E. S. Raghavan

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Saddle Points ◽

Nash Equilibrium Points

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Essential Components of the Set of Weakly Pareto-Nash Equilibrium Points for Multiobjective Generalized Games in Two Different Topological Spaces

Journal of Optimization Theory and Applications ◽

10.1007/s10957-004-0942-0 ◽

2005 ◽

Vol 124 (2) ◽

pp. 387-405 ◽

Author(s):

Z. Lin

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Topological Spaces ◽

Nash Equilibrium Points ◽

Essential Components ◽

Generalized Games ◽

Multiobjective Generalized Games

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On the Approximation of Nash Equilibrium Points in an N-Person Noncooperative Game

SIAM Journal on Applied Mathematics ◽

10.1137/0126058 ◽

1974 ◽

Vol 26 (3) ◽

pp. 622-637 ◽

Author(s):

Terje Hansen

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Noncooperative Game ◽

Nash Equilibrium Points

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Balanced Outcome Functions Yielding Walrasian and Lindahl Allocations at Nash Equilibrium Points for Two or More Agents

General Equilibrium, Growth, and Trade ◽

10.1016/b978-0-12-298750-2.50012-5 ◽

1979 ◽

pp. 125-137 ◽

Author(s):

LEONID HURWICZ

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Nash Equilibrium Points

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Nash equilibrium approximation of some class of stochastic differential games: A combined Chebyshev spectral collocation method with policy iteration

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.05.014 ◽

2019 ◽

Vol 362 ◽

pp. 41-54 ◽

Author(s):

Z. Nikooeinejad ◽

M. Heydari

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Collocation Method ◽

Stochastic Differential Games ◽

Policy Iteration ◽

Spectral Collocation Method ◽

Spectral Collocation ◽

Chebyshev Spectral Collocation ◽

Chebyshev Spectral Collocation Method

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ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

Statistics & Probability Letters ◽

10.1016/j.spl.2019.05.021 ◽

2019 ◽

Vol 154 ◽

pp. 108522

Author(s):

Chiara Benazzoli ◽

Luciano Campi ◽

Luca Di Persio

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Field Interaction

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A Feedback Nash Equilibrium for Affine-Quadratic Zero-Sum Stochastic Differential Games With Random Coefficients

IEEE Control Systems Letters ◽

10.1109/lcsys.2020.2994642 ◽

2020 ◽

Vol 4 (4) ◽

pp. 868-873

Author(s):

Jun Moon

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Random Coefficients ◽

Feedback Nash Equilibrium ◽

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Essential components of the set of weakly Pareto-Nash equilibrium points

Applied Mathematics Letters ◽

10.1016/s0893-9659(02)80006-4 ◽

2002 ◽

Vol 15 (5) ◽

pp. 553-560 ◽

Author(s):

H. Yang ◽

J. Yu

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Nash Equilibrium Points ◽

Essential Components

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