论文信息 - Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs

Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs

Abstract In this Note, we deal with one kind of stochastic nonzero-sum differential game problem for N players. Using the theory of backward stochastic differential equations and Malliavin calculus, we give the explicit form of a Nash equilibrium point. To cite this article: J.-P. Lepeltier et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).

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