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Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
Institution:1. Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland;2. Department of Mathematics & Statistics, Mail Stop 084, University of Nevada, Reno, NV 89557, USA;1. Department of Mathematics, University of Padova, Via Trieste 63, 35121 Padova, Italy;2. Department of Statistical Sciences, University of Padova, via Cesare Battisti 241/243, 35121 Padova, Italy;1. Institute of Mathematics, Polish Academy of Sciences, Św. Tomasza 30/7, 31-027 Kraków, Poland;2. Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950 Warszawa, Poland;1. Department of Mathematics, Guizhou University, Guiyang 550025, China;2. Key Laboratory of Games Decision Making and Control Systems, Guizhou Province, Guiyang 550025, China;3. School of Economics, Shanghai University of Finance and Economics, Shanghai, 200433, China;4. Key Laboratory of Mathematical Economics (SUFE), Ministry of Education, Shanghai 200433, China;5. School of Mathematics and Statistics, Guizhou University of Finance and Economics, Guiyang 550025, China
Abstract:
Keywords:Nonzero-sum stochastic differential games  Nash equilibrium point  Backward stochastic differential equations
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