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~isPartOf:"Mathematics of operations research"
~subject:"Kontrolltheorie"
~subject:"Nash-Gleichgewicht"
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Mathematics of operations research
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1
A market impact game under transient price impact
Schied, Alexander
;
Zhang, Tao
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10012001072
Saved in:
2
Uniform mixed equilibria in network congestion games with link failures
Bilò, Vittorio
;
Moscardelli, Luca
;
Vinci, Cosimo
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 509-535
Persistent link: https://www.econbiz.de/10014527954
Saved in:
3
On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
Saved in:
4
Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers
Sanjari, Sina
;
Saldi, Naci
;
Yüksel, Serdar
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1254-1285
Persistent link: https://www.econbiz.de/10014329259
Saved in:
5
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Stebegg, Florian
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
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6
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
7
Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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8
Approximate Nash equilibria in large nonconvex aggregative games
Liu, Kang
;
Oudjane, Nadia
;
Wan, Cheng
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1791-1809
Persistent link: https://www.econbiz.de/10014329363
Saved in:
9
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
Lacker, Daniel
;
Soret, Agathe
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1987-2018
Persistent link: https://www.econbiz.de/10014437766
Saved in:
10
Approximation and convergence of large atomic congestion games
Cominetti, Roberto
;
Scarsini, Marco
;
Schröder, Marc
; …
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 784-811
Persistent link: https://www.econbiz.de/10014314903
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