We consider two person nonzero-sum games in the class of nonanticipative strategies. The Nash equilibrium for this case is defined. Also we give the characterization of Nash equilibrium strategies. It is shown that the Nash equilibrium solution in the class of nonanticipative strategies can be approximated by the strategies with the guide. 

We study Nash equilibrium for a differential game with many players. The condition on a multivalued map under which any value of this map is a set of Nash equilibrium payoffs is obtained. This condition is written in infinitesimal form. The sufficient condition for the given complex of continuous functions to provide a Nash equilibrium is obtained. This condition is a generalization of the method based on system of Hamilton–Jacobi equations. 

This work is devoted to the study of nonzero-sum differential games. The set of payoffs in a situation of Nash equilibrium is examined. It is shown that the set of payoffs in a situation of Nash equilibrium coincides with the set of values of consistent functions which are fixed points of the program absorption operator. A condition for functions to be consistent is given in terms of the weak invariance of the graph of the functions under a certain differential inclusion. 
Bibliography: 18 titles. 

We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the sufficient conditions for a pair of continuous function to provide a Nash equilibrium. This result generalizes the method of system of Hamilton-Jacobi equations. See on arxiv http://arxiv.org/abs/1005.0101.