Effect of Displacement of Optimal Control in Stabilization Problems for Quasi-Linear Diffusion-Type Stochastic Systems

Investigation of the Nash Equilibrium Problem in Quasi-Linear Stationary Stochastic Dynamic Systems Functioning on an Unlimited Time Interval

“…The research is based on the work [2], where the Nash equilibrium problem in the game problem of many persons for diffusion stochastic systems of a general form is considered. This article continues the research of the authors [1], where the necessary conditions given in Section 2 for the Nash equilibrium in a quasi-linear stochastic system are obtained, and [3,4], where the necessary conditions for the optimality of quasi-linear systems operating on an unlimited time interval are obtained in the case of a scalar optimality criterion.…”

“…The necessary conditions for the extremum of functions are somewhat simpler [3,4] leading to the necessary conditions of admissibility.…”