Nash equilibrium strategies for non-zero-sum differential games of SDEs with time-varying coefficient and infinite Markov jumps

This paper mainly discusses the non-zero-sum Nash differential games for stochastic differential equations (SDEs) involving time-varying coefficient and infinite Markov jumps. First of all, a necessary and sufficient conditions for the existence of Nash equilibrium strategies is given, which turns t...

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Bibliographic Details

Published in:	Electronic Research Archive
Main Authors:	Yueying Liu, Mengping Sun, Zhen Wang, Xiangyun Lin, Cuihua Zhang
Format:	Article
Language:	English
Published:	AIMS Press 2025-04-01
Subjects:	stochastic differential equations infinite markov jumps non-zero-sum nash differential games countable coupled generalized differential riccati equations unified treatment
Online Access:	https://www.aimspress.com/article/doi/10.3934/era.2025112