Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games

Hamadene, S; Mu, R

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020; 130 (11): 6901

Abstract

In this paper, we study a nonzero-sum stochastic differential game in the Markovian framework. We show the existence of a discontinuous Nash equilibri......

Full Text Link