ORCID Profile
0000-0003-0539-6414
Current Organisation
University of Oxford
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Publisher: Informa UK Limited
Date: 02-09-2016
Publisher: American Institute of Mathematical Sciences (AIMS)
Date: 03-06-2020
Publisher: Cambridge University Press (CUP)
Date: 30-11-2017
DOI: 10.1017/JPR.2017.48
Abstract: We consider nonzero-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 backward stochastic differential equations, and prove the existence of a Nash equilibrium under generalised Isaac's conditions. We also study the case of interacting players of different type.
Publisher: Institute of Mathematical Statistics
Date: 2017
DOI: 10.1214/17-EJS1278
Publisher: Elsevier BV
Date: 02-2019
Publisher: Wiley
Date: 13-02-2018
DOI: 10.1002/ASMB.2318
Publisher: Informa UK Limited
Date: 03-09-2022
Publisher: American Institute of Mathematical Sciences (AIMS)
Date: 05-2012
Publisher: Informa UK Limited
Date: 02-09-2020
Publisher: Louisiana State University Libraries
Date: 06-2012
DOI: 10.31390/COSA.6.2.06
Publisher: Institute of Mathematical Statistics
Date: 10-2020
DOI: 10.1214/19-AAP1558
Publisher: WORLD SCIENTIFIC
Date: 02-06-2018
DOI: 10.1142/11051
Location: United Kingdom of Great Britain and Northern Ireland
No related grants have been discovered for Samuel Cohen.