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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/24/3976 |
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