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Stochastic games for \(N\) players. (English) Zbl 0977.91006
In this paper some results concerning a class of stochastic differential nonzero-sum games for \(N\) players are presented. The method is the dynamic programming approach. The value functions are the solutions of a system of partial differential equations. From regularity results it is possible to construct continuous feedbacks which represent optimal controls for each player. Then the standard verification approach proves the optimality taken in the sense of Nash.

MSC:
91A15 Stochastic games, stochastic differential games
91A23 Differential games (aspects of game theory)
90C39 Dynamic programming
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