Long, Ngo Van; Prieur, Fabien; Puzon, Klarizze; … - LAboratoire Montpelliérain d'Économie Théorique et … - 2013
We propose a new methodology exploring Markov perfect equilibrium strategies in differential games with regime switching. Specifically, we develop a general game with two players having two kinds of strategies. Players choose an action that inuences the evolution of a state variable, and decide...