-equilibria in many-player stochastic differential games
In this paper -person nonzero-sum games are considered. The dynamics is described by Ito stochastic differential equations. The cost-functions are conditional expectations of functionals of Bolza type with respect to the initial situation. The notion of -equilibrium is introduced in many-player stochastic differential games. Some properties of -equilibria are analyzed. Sufficient conditions are established guaranteeing the -equilibrium for the strategies of the players. In a particular case...