Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu
| Year of publication: |
2020
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|---|---|
| Authors: | Aïd, René ; Basei, Matteo ; Callegaro, Giorgia ; Campi, Luciano ; Vargiolu, Tiziano |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 1, p. 205-232
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| Subject: | stochastic differential game | impulse control | Nash equilibrium | quasi-variational inequality | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Nash-Gleichgewicht | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.0989 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183035