  We consider a general nonzero-sum impulse game with two players. The main
mathematical contribution of the paper is a verification theorem which
provides, under some regularity conditions, a suitable system of
quasi-variational inequalities for the value functions and the optimal
strategies of the two players. As an application, we study an impulse game with
a one-dimensional state variable, following a real-valued scaled Brownian
motion, and two players with linear and symmetric running payoffs. We fully
characterize a Nash equilibrium and provide explicit expressions for the
optimal strategies and the value functions. We also prove some asymptotic
results with respect to the intervention costs. Finally, we consider two
further non-symmetric examples where a Nash equilibrium is found numerically.
