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~isPartOf:"Computational economics"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Stochastisches Spiel"
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Search: subject_exact:"Optimal control problem"
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Stochastisches Spiel
Control theory
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Kontrolltheorie
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Stochastischer Prozess
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Theorie
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Theory
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Game theory
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Spieltheorie
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Geldpolitik
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Maximum principle
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Robustes Verfahren
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Optimal Control
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Stochastic control
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Hernández-Hernández, Daniel
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Jaśkiewicz, Anna
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Nie, Tianyang
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Nowak, Andrzej S.
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Ricalde-Guerrero, Joshué H.
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Shi, Jingtao
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Sulem, Agnès
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Computational economics
Dynamic games and applications : DGA
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Insurance / Mathematics & economics
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Decisions in economics and finance : a journal of applied mathematics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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European journal of operational research : EJOR
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Games
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ECONIS (ZBW)
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Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
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2
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang
;
Wang, Falei
;
Yu, Zhiyong
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
Saved in:
3
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang
;
Shi, Jingtao
- In:
Dynamic games and applications : DGA
10
(
2020
)
4
,
pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Saved in:
4
Stochastic games with unbounded payoffs : applications to robust control in economics
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Dynamic games and applications : DGA
1
(
2011
)
2
,
pp. 253-279
Persistent link: https://www.econbiz.de/10009270322
Saved in:
5
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
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