Resumen de Markov Perfect Nash Equilibrium in Stochastic Differetial Games as Solution of a Generalized Euler Equations System

Ricardo Josa Fombellida , Juan Pablo Rincón Zapatero

• This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic differential games by means of a set of Generalized Euler Equations. Necessary and sufficient conditions are given.