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Nash equilibria for non zero-sum ergodic stochastic differential games

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 نشر من قبل Samuel Cohen
 تاريخ النشر 2015
  مجال البحث
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In this paper we consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a Nash equilibrium under the generalised Isaacs conditions. We also study the case of interacting players of different type.



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