scholarly journals Infinitesimal characterization of Nash equilibrium for differential games with many players

2011 ◽  
pp. 3-11
Author(s):  
Yu.V. Averboukh ◽  
Keyword(s):  
Nash Equilibrium ◽  
Differential Games

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.

Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers

2015 ◽  
Vol 47 (2) ◽  
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.

scholarly journals Multiple Activities in Networks

2018 ◽  
Vol 10 (3) ◽  
pp. 34-85 ◽  
Author(s):  
Ying-Ju Chen ◽  
Yves Zenou, ◽  
Junjie Zhou
Keyword(s):  
Nash Equilibrium ◽  
Network Model ◽  
Network Structure ◽  
Comparative Statics ◽  
Network Density ◽  
Full Characterization ◽  
The One

We consider a network model where individuals exert efforts in two types of activities that are interdependent. These activities can be either substitutes or complements. We provide a full characterization of the Nash equilibrium of this game for any network structure. We show, in particular, that quadratic games with linear best-reply functions aggregate nicely to multiple activities because equilibrium efforts obey similar formulas to that of the one-activity case. We then derive some comparative-statics results showing how own productivity affects equilibrium efforts and how network density impacts equilibrium outcomes. (JEL C72, D11, D85, Z13)

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