A nonzero-sum stochastic differential game in the orthant

DOI10.1016/j.jmaa.2004.11.002zbMath1108.91013OpenAlexW1964178216MaRDI QIDQ1771389

Mrinal K. Ghosh, K. Suresh Kumar

Publication date: 21 April 2005

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.11.002

zbMATH Keywords

Nash equilibriumdifferential gameaverage payoffstationary strategyreflecting diffusiondiscounted payoff

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (4)

A nonzero-sum risk-sensitive stochastic differential game in the orthant ⋮ Nonlinear elliptic systems and mean-field games ⋮ Risk-sensitive ergodic control of reflected diffusion processes in orthant ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain

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