Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
Bernt Øksendal; Leif Sandal; Jan Ubøe
| Year of publication: |
2013
|
|---|---|
| Authors: | Øksendal, Bernt K. ; Sandal, Leif K. ; Ubøe, Jan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 7, p. 1284-1299
|
| Subject: | Stochastic differential games | Delayed information | Îto-Lévy processes | Stackelberg equilibria | Newsvendor models | Optimal control of forward-backward stochastic differential equations | Lagerhaltungsmodell | Inventory model | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009751179