A nonzero-sum stochastic differential game in the orthant

Journal of Mathematical Analysis and Applications

Volumn 305, Issue 1, 2005, Pages 158-174

  Ghosh, Mrinal K ^a   Kumar, K Suresh ^b  

^a INDIAN INSTITUTE OF SCIENCE   (India)

^b INDIAN INSTITUTE OF TECHNOLOGY BOMBAY   (India)

Author keywords

Discounted and average payoff; Nash equilibrium; Reflecting diffusions; Stationary strategies

Indexed keywords

EID: 14844306741     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmaa.2004.11.002     Document Type: Article

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