Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

In this paper, a two-player nonzero-sum stochastic differential game problem is studied with both players using <i>switching controls</i>. A verification theorem associated with a set of variational inequalities is established as a <i>sufficient criterion</i> for Nash equilib...

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Bibliographic Details
Main Authors: Yongxin Liu, Hui Min
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Mathematics
Subjects:
stochastic differential game
switching control
verification theorem
variational inequality
sufficient condition
Online Access:https://www.mdpi.com/2227-7390/12/24/3976
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