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

Unbounded Coefficients ◽

Nash Equilibrium Points ◽

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 ◽

Unbounded Coefficients ◽

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 ◽

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 ◽

Random Coefficients ◽

Feedback Nash Equilibrium ◽

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 ◽

Cited By ~ 11

Author(s):

T. Parthasarathy ◽

T. E. S. Raghavan

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Saddle Points ◽

Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition

Stochastics ◽

10.1080/17442508.2018.1499104 ◽

2018 ◽

Vol 91 (1) ◽

pp. 1-36 ◽

Cited By ~ 2

Author(s):

Juan Li ◽

Wenqiang Li

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Bias and Overtaking Equilibria for Zero-Sum Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1007/s10957-011-9974-4 ◽

2011 ◽

Vol 153 (3) ◽

pp. 662-687 ◽

Cited By ~ 8

Author(s):

Beatris Escobedo-Trujillo ◽

Daniel López-Barrientos ◽

Onésimo Hernández-Lerma

Keyword(s):

Differential Games ◽

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 ◽

Cited By ~ 12

Author(s):

Z. Lin

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Topological Spaces ◽

Nash Equilibrium Points ◽

Essential Components ◽

Generalized Games ◽

Multiobjective Generalized Games

Backward equations, stochastic control and zero-sum stochastic differential games

Stochastics and Stochastics Reports ◽

10.1080/17442509508834006 ◽

1995 ◽

Vol 54 (3-4) ◽

pp. 221-231 ◽

Cited By ~ 66

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Discount-sensitive equilibria in zero-sum stochastic differential games

Journal of Dynamics and Games ◽

10.3934/jdg.2016.3.25 ◽

2016 ◽

Vol 3 (1) ◽

pp. 25-50

Author(s):

Beatris A. Escobedo-Trujillo

Keyword(s):

Differential Games ◽

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 ◽

Cited By ~ 15

Author(s):

Terje Hansen

Keyword(s):

Nash Equilibrium ◽

Equilibrium Points ◽

Noncooperative Game ◽