Subgame consistent solution for cooperative stochastic dynamic games with random horizon
David W. K. Yeung; Leon A. Petrosyan
| Year of publication: |
2012
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|---|---|
| Authors: | Yeung, David W. K. ; Petrosjan, Leon A. |
| Published in: |
International game theory review. - [River Edge], NJ [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 1500913-0. - Vol. 14.2012, 2, p. 1-22
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| Subject: | Stochastic dynamic games | Random horizon | Stochastic Bellman equation | Stochastic Hamilton-Jacobi-Bellman equation | Stochastischer Prozess | Stochastic process | Dynamisches Spiel | Dynamic game | Stochastisches Spiel | Stochastic game | Dynamische Optimierung | Dynamic programming | Spieltheorie | Game theory | Kooperatives Spiel | Cooperative game | Markov-Kette | Markov chain |
| 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/10009709053