An impulse-regime switching game model of vertical competition
René Aïd, Luciano Campi, Liangchen Li, Mike Ludkovski
| Year of publication: |
2021
|
|---|---|
| Authors: | Aïd, René ; Campi, Luciano ; Li, Liangchen ; Ludkovski, Mike |
| Subject: | Stochastic differential games | Impulse controls | Optimal switching | Quasi-variational inequalities | Nash equilibrium | Commodity markets | Spieltheorie | Game theory | Nash-Gleichgewicht | Stochastisches Spiel | Stochastic game | Rohstoffmarkt | Commodity market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-021-00381-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012666343