Abstract
Many-player nonzero-sum games in which the dynamics is described by Ito stochastic differential equations are considered. Some of the negative properties of the Nash-equilibrium strategies are studied. Examples, illustrating these properties are presented. Notions of solutions of games improving the Nash-equilibrium are introduced.
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References
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© 1987 Springer-Verlag
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Gaidov, S.D. (1987). Some negative properties of nash-equilibrium strategies in stochastic differential games. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038943
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DOI: https://doi.org/10.1007/BFb0038943
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