Nash equilibria for non zero-sum ergodic stochastic differential games
We consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a Nash equilibrium under the generalised Isaac's conditions. We also s...
| Glavni autori: | , |
|---|---|
| Format: | Journal article |
| Izdano: |
Applied Probability Trust
2017
|