A nonzero-sum stochastic differential game in the orthant (Q1771389)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A nonzero-sum stochastic differential game in the orthant |
scientific article; zbMATH DE number 2159781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonzero-sum stochastic differential game in the orthant |
scientific article; zbMATH DE number 2159781 |
Statements
A nonzero-sum stochastic differential game in the orthant (English)
0 references
21 April 2005
0 references
A nonzero-sum stochastic differential game is studied where the state equation is governed by a controlled stochastic differential equation in the nonnegative orthant with reflecting boundary conditions. Conditions for the existence of a Nash equilibrium in stationary strategies are given for both discounted and average payoff criteria.
0 references
reflecting diffusion
0 references
discounted payoff
0 references
average payoff
0 references
Nash equilibrium
0 references
stationary strategy
0 references
differential game
0 references
0 references
0 references
0 references
