The existence of a Nash equilibrium feedback is established for a two-player nonzero-sum stochastic differential game with discontinuous feedback. This is obtained by studying a parabolic system strongly coupled by discontinuous terms.
Nonzero-sum stochastic differential games with discontinuous feedback
MANNUCCI, PAOLA
2005
Abstract
The existence of a Nash equilibrium feedback is established for a two-player nonzero-sum stochastic differential game with discontinuous feedback. This is obtained by studying a parabolic system strongly coupled by discontinuous terms.File in questo prodotto:
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