One nonzero-sum stochastic differential game is considered,whose main feature is that several kinds of delays of the state and the control are involved.The state process can contain distributed delays,discrete delays,and noisy memory,and control processes can contain distributed delays and discrete delays.The control domains are convex sets.Sufficient conditions for the equi-librium point of the game are established by means of the stochastic maximum principle.Finally,an illustrative example is consid-ered for which the equilibrium point is obtained in explicit form.
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