Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
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Publication:5111069
DOI10.1137/19M1238782zbMath1443.91038arXiv1812.09884MaRDI QIDQ5111069
Jodi Dianetti, Giorgio Ferrari
Publication date: 26 May 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.09884
nonzero-sum gamesNash equilibriumPontryagin maximum principlesingular controlstochastic differential gamesMeyer-Zheng topologysubmodular gamesmonotone-follower problem
General theory of stochastic processes (60G07) Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11)
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