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A nonzero-sum stochastic differential game in the orthant

DSpace at IIT Bombay

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Title A nonzero-sum stochastic differential game in the orthant
 
Creator GHOSH, MK
KUMAR, KS
 
Subject existence
strategies
equilibrium
information
reflecting diffusions
discounted and average payoff
nash equilibrium
stationary strategies
 
Description 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. (c) 2004
 
Publisher ACADEMIC PRESS INC ELSEVIER SCIENCE
 
Date 2011-07-12T13:50:46Z
2011-12-26T12:48:55Z
2011-12-27T05:34:26Z
2011-07-12T13:50:46Z
2011-12-26T12:48:55Z
2011-12-27T05:34:26Z
2005
 
Type Article
 
Identifier JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 305(1), 158-174
0022-247X
http://dx.doi.org/10.1016/j.jmaa.2004.11.002
http://dspace.library.iitb.ac.in/xmlui/handle/10054/3343
http://hdl.handle.net/10054/3343
 
Language en