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- W4230868513 abstract "In this paper we study Nash equilibrium payoffs for nonzero-sum stochastic differential games with two reflecting barriers. We obtain an existence and a characterization of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations with two reflecting barriers." @default.
- W4230868513 created "2022-05-11" @default.
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- W4230868513 date "2015-06-01" @default.
- W4230868513 modified "2023-10-14" @default.
- W4230868513 title "Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers" @default.
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- W4230868513 doi "https://doi.org/10.1017/s0001867800007898" @default.
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