Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
Author:
Affiliation:
1. School of Mathematics and Statistics, Shandong University, Weihai, People's Republic of China
2. School of Mathematics and Information Sciences, Yantai University, Yantai, People's Republic of China
Funder
National Natural Science Foundation of China (NSF)
Shandong Province
NSFC-RS
Program for New Century Excellent Talents in University
111 Project
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1499104
Reference26 articles.
1. Stochastic Games for N Players
2. Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
3. Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
4. Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
5. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
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