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The main difficulty associated with stochastic minimax dynamic games studied here is the presence of the noise in the dynamical constraints and the solution to a nonlinear second order Hamilton Jacobi Bellman equation (HJB) as mentioned in [4].
"Pricing in Non-cooperative Dynamic Games".
Imperfect competition, dynamic games among firms.
submitted to Dynamic Games and Applications.
Mean field equilibria in dynamic games: An introduction.
Mean field equilibrium in dynamic games with complementarities.
Mean field models of dynamic games and dynamic markets.
"On Stochastic Dynamic Games with Delayed Sharing Information Structure".
Mean field equilibrium: An approximate approach to analyzing large dynamic games.
We prove the existence of CIBPBE for a subclass of dynamic games.
Equilibria of dynamic games with many players: Existence, approximation, and market structure.
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