Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games

[1]  S. Hamadène,et al.  Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games , 2017, Stochastics.

[2]  Rui Mu,et al.  Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients , 2013, 1308.5882.

[3]  Paola Mannucci Nash Points for Nonzero-Sum Stochastic Differential Games with Separate Hamiltonians , 2014, Dyn. Games Appl..

[4]  S. Hamadène,et al.  On the bang-bang type Nash equilibrium point for Markovian nonzero-sum stochastic differential game , 2014, 1412.1214.

[5]  René Carmona,et al.  Probabilistic Analysis of Mean-field Games , 2013 .

[6]  R. Carmona,et al.  Control of McKean–Vlasov dynamics versus mean field games , 2012, 1210.5771.

[7]  One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators , 2012 .

[8]  Q. Lin A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals , 2011, 1106.1001.

[9]  M. Kupper,et al.  Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators , 2011, 1110.3254.

[10]  Qian Lin Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals , 2011, 1108.3695.

[11]  Samuel Drapeau,et al.  Minimal Supersolutions of Convex BSDEs , 2011 .

[12]  Guangyan Jia,et al.  A class of backward stochastic differential equations with discontinuous coefficients , 2008 .

[13]  Juan Li,et al.  Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations , 2007, SIAM J. Control. Optim..

[14]  Catherine Rainer,et al.  Two Different Approaches to Nonzero-Sum Stochastic Differential Games , 2007 .

[15]  Pierre Cardaliaguet,et al.  On the Instability of the Feedback Equilibrium Payoff in a Nonzero-Sum Differential Game on the Line , 2007 .

[16]  Paola Mannucci,et al.  Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback , 2004, SIAM J. Control. Optim..

[17]  Catherine Rainer,et al.  Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games , 2004, SIAM J. Control. Optim..

[18]  Pierre Cardaliaguet,et al.  Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game , 2003, Int. J. Game Theory.

[19]  S. Hamadène,et al.  BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations , 2003 .

[20]  Geert Jan Olsder,et al.  On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games , 2001, SIAM J. Control. Optim..

[21]  A. Bensoussan,et al.  Stochastic Games for N Players , 2000 .

[22]  S. Hamadène,et al.  Nonzero sum linear–quadratic stochastic differential games and backward–forward equations , 1999 .

[23]  Said Hamadène,et al.  Backward–forward SDE’s and stochastic differential games , 1998 .

[24]  S. Peng,et al.  Backward Stochastic Differential Equations in Finance , 1997 .

[25]  Said Hamadène,et al.  Backward equations, stochastic control and zero-sum stochastic differential games , 1995 .

[26]  J. Lepeltier,et al.  Zero-sum stochastic differential games and backward equations , 1995 .

[27]  S. Peng,et al.  Adapted solution of a backward stochastic differential equation , 1990 .

[28]  P. Protter Stochastic integration and differential equations , 1990 .

[29]  M. Yor,et al.  Continuous martingales and Brownian motion , 1990 .

[30]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[31]  U. Haussmann,et al.  A stochastic maximum principle for optimal control of diffusions , 1986 .

[32]  A. Bensoussan,et al.  Nonlinear elliptic systems in stochastic game theory. , 1984 .

[33]  Avner Friedman,et al.  Stochastic differential games , 1972 .

[34]  V. Benes Existence of Optimal Stochastic Control Laws , 1971 .

[35]  D. Aronson,et al.  Bounds for the fundamental solution of a parabolic equation , 1967 .

[36]  Rufus Isaacs,et al.  Differential Games , 1965 .

[37]  I. V. Girsanov On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures , 1960 .