Title of article
A nonzero-sum stochastic differential game in the orthant
Author/Authors
Mrinal K. Ghosh، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2005
Pages
17
From page
158
To page
174
Abstract
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting
diffusion in the nonnegative orthant. Under certain conditions, we establish the existence of Nash
equilibria in stationary strategies for both discounted and average payoff criteria.
2004 Elsevier Inc. All rights reserved
Keywords
discounted and average payoff , Nash equilibrium , reflecting diffusions , Stationary strategies
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2005
Journal title
Journal of Mathematical Analysis and Applications
Record number
933807
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