Regularity for nonlinear stochastic games
نویسندگان
چکیده
منابع مشابه
Nonlinear Stochastic Dynamic Games
In this paper, dynamic games for a class of infinite horizon for nonlinear stochastic system governed by Itô differential equation are investigated. Particularly, Pareto and Nash strategies are both discussed. After defining the equilibrium condition, the conditions for the existence of the strategy sets are given by means of solvability of cross-coupled Hamilton-Jacobi-Bellman equations (HJBEs...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré C, Analyse non linéaire
سال: 2018
ISSN: 0294-1449
DOI: 10.1016/j.anihpc.2017.11.009