英文标题：
《Nash equilibria for non zero-sum ergodic stochastic differential games》
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作者：
Samuel N. Cohen and Victor Fedyashov
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最新提交年份：
2017
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英文摘要：
In this paper we consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a Nash equilibrium under the generalised Isaac\'s conditions. We also study the case of interacting players of different type.
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中文摘要：
在本文中，我们考虑了非零和对策，其中多个参与者控制一个过程的漂移，其收益取决于其遍历行为。我们建立了它们与遍历BSDE系统的联系，并证明了在广义Isaac条件下纳什均衡的存在性。我们还研究了不同类型的互动玩家的情况。
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分类信息：

一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Mathematics 数学
二级分类：Optimization and Control 优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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