Duncan, Tyrone E.; Tembine, Hamidou - In: Games 9 (2018) 1, pp. 1-18
the state, and the control actions of all decision-makers. We propose a direct method to solve the game, team, and …-forward stochastic differential equations of Pontryagin's type. The proposed method can be easily implemented by beginners and engineers … equilibrium cost of the decision-makers are explicitly derived using a simple direct method. Moreover, the equilibrium cost is a …