Stochastics Seminar - Matteo Basei

Nonzero-sum stochastic differential games with impulse controls

We consider a general class of nonzero-sum impulsive games with N players. By means of a suitable system of quasi-variational  inequalities, we provide a verification theorem for the equilibrium  strategies and the value functions of the game. In particular, we focus on the regularity conditions required by the theorem. We then  present some practical applications. Finally, we focus on some ongoing  extensions and generalizations.