Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game

DOI10.1016/j.crma.2014.06.011zbMath1298.91035OpenAlexW2962825657MaRDI QIDQ466184

Rui Mu, Said Hamadène

Publication date: 24 October 2014

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2014.06.011

Mathematics Subject Classification ID

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

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Cites Work

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• Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
• On the Instability of the Feedback Equilibrium Payoff in a Nonzero-Sum Differential Game on the Line