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Two Different Approaches to Nonzero-Sum Stochastic Differential Games.
- Source :
- Applied Mathematics & Optimization; Jul2007, Vol. 56 Issue 1, p131-144, 14p
- Publication Year :
- 2007
-
Abstract
- We make the link between two approaches to Nash equilibria for nonzero-sum stochastic differential games: the first one using backward stochastic differential equations and the second one using strategies with delay. We prove that, when both exist, the two notions of Nash equilibria coincide. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00954616
- Volume :
- 56
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Applied Mathematics & Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 25811438
- Full Text :
- https://doi.org/10.1007/s00245-007-0892-7