Nash equilibrium payoffs for nonzero-sum stochastic differential games

被引：70

作者：

Buckdahn, R ^{[1
]}

Cardaliaguet, P ^{[1
]}

Rainer, C ^{[1
]}

机构：

[1] Univ Bretagne Occidentale, Dept Math, F-29285 Brest, France

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2004年 / 43卷 / 02期

关键词：

nonzero-sum differential game; stochastic differential game; Nash equilibrium;

D O I：

10.1137/S0363012902411556

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Existence and characterization of Nash equilibrium payoffs are proved for stochastic nonzero- sum differential games.

引用

页码：624 / 642

页数：19

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