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  • Search: subject:"Monotone follower problem"
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Year of publication
Subject
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Mathematical programming 2 Mathematische Optimierung 2 Meyer-Zheng topology 2 Nash equilibrium 2 maximum principle 2 monotone-follower problem 2 nonzero-sum games 2 singular control 2 stochastic differential games 2 submodular games 2 Base inventory level 1 Continuous time inventory 1 Dynamic programming 1 Dynamische Optimierung 1 First order conditions for optimality 1 Game theory 1 Inventory model 1 Lagerhaltungsmodell 1 Lagermanagement 1 Lévy price process 1 Monotone follower problem 1 Nash-Gleichgewicht 1 Spieltheorie 1 Stochastic game 1 Stochastic process 1 Stochastischer Prozess 1 Stochastisches Spiel 1 Theorie 1 Theory 1 Warehouse management 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Ferrari, Giorgio 3 Dianetti, Jodi 2 Chiarolla, Maria B. 1 Stabile, Gabriele 1
Published in...
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Center for Mathematical Economics Working Papers 1 European journal of operational research : EJOR 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Nonzero-sum submodular monotone-follower games: Existence and approximation of Nash equilibria
Dianetti, Jodi; Ferrari, Giorgio - 2019
We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games monotone-follower games. In a not necessarily Markovian setting, we establish the...
Persistent link: https://www.econbiz.de/10012042144
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Nonzero-sum submodular monotone-follower games : existence and approximation of nash equilibria
Dianetti, Jodi; Ferrari, Giorgio - 2019
We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games monotone-follower games. In a not necessarily Markovian setting, we establish the...
Persistent link: https://www.econbiz.de/10011952598
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Cover Image
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
Chiarolla, Maria B.; Ferrari, Giorgio; Stabile, Gabriele - In: European journal of operational research : EJOR 247 (2015) 3, pp. 847-858
Persistent link: https://www.econbiz.de/10011386333
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