Uniqueness of Nash equilibrium for linear-convex stochastic differential games

DOI10.1007/BF00938822zbMath0593.90100OpenAlexW2070609945MaRDI QIDQ1076631

Birger Wernerfelt

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938822

zbMATH Keywords

oligopolystochastic differential gamesuniqueness of Nash equilibria

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites Work

• Dynamic noncooperative game theory
• On the uniqueness of Nash strategies for a class of analytic differential games
• Informationally Nonunique Equilibrium Solutions in Differential Games
• On Existence of a Nash Equilibrium Point in N-Person Nonzero Sum Stochastic Differential Games

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