Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
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Publication:2229567
DOI10.1016/j.spa.2020.07.003zbMath1471.49026arXiv1412.1214OpenAlexW3040995878MaRDI QIDQ2229567
Publication date: 18 February 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.1214
backward stochastic differential equationsnonzero-sum stochastic differential gamesNash equilibrium point
Differential games and control (49N70) Applications of optimal control and differential games (49N90) Stochastic games, stochastic differential games (91A15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
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Existence and generic stability of open-loop Nash equilibria for noncooperative fuzzy differential games, Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional
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