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Atribución-NoComercial-SinDerivadas 3.0 España
Abstract:
This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic
differential games by means of a set of Generalized Euler Equations. Necessary and sufficient
conditions are given.This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic
differential games by means of a set of Generalized Euler Equations. Necessary and sufficient
conditions are given.[+][-]