NASH EQUILIBRIA FOR NONZERO-SUM ERGODIC STOCHASTIC DIFFERENTIAL GAMES

Cohen, SN; Fedyashov, V

Cohen, SN (reprint author), Univ Oxford, Math Inst, Oxford OX2 6GG, England.

JOURNAL OF APPLIED PROBABILITY, 2017; 54 (4): 977

Abstract

We consider nonzero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish t......

Full Text Link