Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
type: Item
instance of: scholarly article
title: Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
zbMATH Open document ID: 1298.91035
author: Said Hamadène
author: Rui Mu
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2014-10-24T00:00:00Z
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A23
zbMATH DE Number: 6361370
MaRDI profile type: Publication
full work available at URL: j.crma.2014.06.011
OpenAlex ID: W2962825657
cites work: On the Instability of the Feedback Equilibrium Payoff in a Nonzero-Sum Differential Game on the Line
cites work: Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game
cites work: Backward Stochastic Differential Equations in Finance
cites work: Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
cites work: Q4357505
cites work: Q4726159
cites work: Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
cites work: On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games
cites work: Adapted solution of a backward stochastic differential equation
DOI: 10.1016/J.CRMA.2014.06.011
Recommended article: Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
Recommended article: Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
Recommended article: Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
Recommended article: Nash equilibria for nonzero-sum ergodic stochastic differential games
Recommended article: Q4291261
Recommended article: On bang-bang solutions of stochastic differential games
Recommended article: Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
Recommended article: Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games
Recommended article: Nash-equilibrium in stochastic differential games
Recommended article: Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
description: scientific article; zbMATH DE number 6361370