# Nash equilibrium payoffs for stochastic differential games with reflection

ESAIM: Control, Optimisation and Calculus of Variations (2013)

- Volume: 19, Issue: 4, page 1189-1208
- ISSN: 1292-8119

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topLin, Qian. "Nash equilibrium payoffs for stochastic differential games with reflection." ESAIM: Control, Optimisation and Calculus of Variations 19.4 (2013): 1189-1208. <http://eudml.org/doc/272904>.

@article{Lin2013,

abstract = {In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.},

author = {Lin, Qian},

journal = {ESAIM: Control, Optimisation and Calculus of Variations},

keywords = {backward stochastic differential equations; dynamic programming principle; Nash equilibrium payoffs; stochastic differential games},

language = {eng},

number = {4},

pages = {1189-1208},

publisher = {EDP-Sciences},

title = {Nash equilibrium payoffs for stochastic differential games with reflection},

url = {http://eudml.org/doc/272904},

volume = {19},

year = {2013},

}

TY - JOUR

AU - Lin, Qian

TI - Nash equilibrium payoffs for stochastic differential games with reflection

JO - ESAIM: Control, Optimisation and Calculus of Variations

PY - 2013

PB - EDP-Sciences

VL - 19

IS - 4

SP - 1189

EP - 1208

AB - In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.

LA - eng

KW - backward stochastic differential equations; dynamic programming principle; Nash equilibrium payoffs; stochastic differential games

UR - http://eudml.org/doc/272904

ER -

## References

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