Dianetti, Jodi; Ferrari, Giorgio: Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. In: . Jg.605. 2019
Inhalt
- 1. Introduction
- 2. The Monotone-Follower Game
- 2.1. Definition of the Monotone-Follower Game
- 2.2. Existence of Nash Equilibria in the Submodular Monotone-Follower Game
- 2.3. Some Remarks
- 3. The n-Lipschitz Game
- 4. Existence and Approximation of Weak Nash Equilibria in the Submodular Monotone-Follower Game
- 4.1. Weak Formulation of the Monotone-Follower Game.
- 4.2. Assumptions and Preliminary Lemmata
- 4.3. Existence and Approximation of Weak Nash Equilibria
- 4.4. On Lipschitz -Nash Equilibria for the Monotone-Follower Game
- 5. Applications and Examples
- 5.1. Existence of Equilibria in a Class of Stochastic Differential Games.
- 5.2. An Algorithm to Approximate the Least Nash Equilibrium
- 6. An Extension of Theorem 2.4 with Regular Controls
- Appendix A. Technical Lemmata
- Appendix B. Meyer-Zheng Convergence
- References