Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
Qian Lei, Chi Seng Pun
| Year of publication: |
2024
|
|---|---|
| Authors: | Lei, Qian ; Pun, Chi Seng |
| Subject: | Existence and uniqueness | Feynman-Kac formula | Mathematics of behavioral economics | Nonlocal nonlinear parabolic systems | Stochastic differential games | Time inconsistency | Zeitkonsistenz | Time consistency | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Verhaltensökonomik | Behavioral economics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12420 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471215