@inbook{94f1fc9d23264247972b1b2526d3c653,
title = "Probabilistic Approach to Stochastic Differential Games",
abstract = "This chapter offers a crash course on the theory of nonzero sum stochastic differential games. Its goal is to introduce the jargon and the notation of this class of game models. As the main focus of the text is the probabilistic approach to the solution of stochastic games, we review the strategy based on the stochastic Pontryagin maximum principle and show how BSDEs and FBSDEs can be brought to bear in the search for Nash equilibria.",
author = "Ren{\'e} Carmona and Fran{\c c}ois Delarue",
note = "Publisher Copyright: {\textcopyright} 2018, Springer International Publishing AG.",
year = "2018",
doi = "10.1007/978-3-319-58920-6_2",
language = "English (US)",
series = "Probability Theory and Stochastic Modelling",
publisher = "Springer Nature",
pages = "67--127",
booktitle = "Probability Theory and Stochastic Modelling",
address = "United States",
}