Article ID Journal Published Year Pages File Type
9503151 Journal of Mathematical Analysis and Applications 2005 17 Pages PDF
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.
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Physical Sciences and Engineering Mathematics Analysis
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A nonzero-sum stochastic differential game in the orthant
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