Author
Cohen, S
Fedyashov, V
Journal title
Journal of Applied Probability
DOI
10.1017/jpr.2017.48
Issue
4
Volume
54
Last updated
2024-04-10T16:07:00.497+01:00
Page
977-994
Abstract
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.
Symplectic ID
708182
Favourite
Off
Publication type
Journal Article
Publication date
30 Nov 2017
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