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  • Search: subject:"stochastic differential game"
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Year of publication
Subject
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Spieltheorie 34 Game theory 33 Stochastic game 33 Stochastisches Spiel 33 Stochastic differential game 28 Stochastic process 22 Stochastischer Prozess 22 Nash equilibrium 19 Nash-Gleichgewicht 18 Reinsurance 12 Rückversicherung 12 stochastic differential game 11 Non-zero-sum stochastic differential game 7 Portfolio selection 7 Portfolio-Management 7 Stochastic Differential Game 7 Theorie 7 Theory 7 Risiko 6 Risk 6 Relative performance 5 Analysis 4 Bayesian Learning 4 Correlated Equilibrium 4 Duopol 4 Duopoly 4 Duopoly Experimentation 4 Dynamic programming 4 Dynamische Optimierung 4 Markov Perfect Equilibrium 4 Markov chain 4 Markov-Kette 4 Mathematical analysis 4 Mixed Strategies 4 Political economy 4 Capital income tax 3 Cooperative game 3 Cooperative stochastic differential game 3 Diffusion approximation 3 HJB equation 3
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Online availability
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Undetermined 38 Free 16
Type of publication
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Article 50 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 39 Aufsatz in Zeitschrift 39 Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 2 Thesis 1
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Language
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English 48 Undetermined 15 German 1
Author
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Jin, Zhuo 7 Rady, Sven 7 Keller, Godfrey 6 Dai, Darong 5 Asmussen, Søren 3 Christensen, Bent Jesper 3 Josa-Fombellida, Ricardo 3 Perera, Ryle S. 3 Qian, Linyi 3 Thøgersen, Julie 3 Zhang, Nan 3 Breton, Michèle 2 Ezimadu, Peter E. 2 Hugonnier, Julien 2 Jiang, Han 2 Li, Shuanming 2 Lin, Xiang 2 Masmoudi, Tarek 2 Nwozo, Chukwuma R. 2 Pun, Chi Seng 2 Rincón-Zapatero, Juan Pablo 2 Shen, Yang 2 Simons, Aggey 2 Siu, Chi Chung 2 Siu, Tak 2 Siu, Tak Kuen 2 Tian, Guoqiang 2 Wang, Ning 2 Wong, Hoi Ying 2 Wu, Fuke 2 Zhang, Chunhong 2 Zhang, Shuhua 2 Aïd, René 1 Basak, Gopal 1 Basei, Matteo 1 Bouchard, Bruno 1 Callegaro, Giorgia 1 Campi, Luciano 1 Cardaliaguet, Pierre 1 DAI, Darong 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 C.E.P.R. Discussion Papers 1 EconWPA 1 Finrisk 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Insurance / Mathematics & economics 10 European journal of operational research : EJOR 4 Dynamic games and applications : DGA 3 Cahiers de recherche / Département de science Economique, Faculté des Sciences Sociales, Université d'Ottawa 2 Economic modelling 2 Insurance: Mathematics and Economics 2 International game theory review 2 Mathematics and financial economics 2 Mathematics of operations research 2 CEPR Discussion Papers 1 Computational Statistics 1 Computational economics 1 Discussion Papers in Economics 1 Dynamic Games and Applications 1 Economic Modelling 1 Economics Papers from University Paris Dauphine 1 FINRISK Working Paper Series 1 Finance and Stochastics 1 Finance and stochastics 1 Finance research letters 1 Game Theory and Information 1 International Game Theory Review (IGTR) 1 Journal of Industrial Engineering International 1 Journal of economic dynamics & control 1 Journal of industrial engineering international 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Munich Discussion Paper 1 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 1 Operations research letters 1 Quantitative finance 1 Risk and decision analysis 1 Risks 1 Risks : open access journal 1 STICERD - Theoretical Economics Paper Series 1 Scandinavian actuarial journal 1 Swiss Finance Institute Research Paper Series 1 The international journal of business and finance research : IJBFR 1
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Source
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ECONIS (ZBW) 42 RePEc 17 EconStor 3 USB Cologne (business full texts) 1 BASE 1
Showing 31 - 40 of 64
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Robust portfolio allocation for a bank under inflation
Perera, Ryle S. - In: Theoretical economics letters 8 (2018) 15, pp. 3361-3394
Persistent link: https://www.econbiz.de/10011992965
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Stochastic differential games for which the open-loop equilibrium is subgame perfect
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: Dynamic games and applications : DGA 8 (2018) 2, pp. 379-400
Persistent link: https://www.econbiz.de/10012101119
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Comparative Studies on Cooperative Stochastic Differential Game and Dynamic Sequential Game of Economic Maturity
Dai, Darong - Volkswirtschaftliche Fakultät, … - 2012
the cooperative stochastic differential game and dynamic sequential game of economic maturity. Moreover, in a simple …
Persistent link: https://www.econbiz.de/10011113592
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Tug-of-war, market manipulation, and option pricing
Nyström, Kaj; Parviainen, Mikko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 279-312
Persistent link: https://www.econbiz.de/10011752483
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A reinsurance and investment game between two insurance companies with the different opinions about some extra information
Yan, Ming; Peng, Fanyi; Zhang, Shuhua - In: Insurance / Mathematics & economics 75 (2017), pp. 58-70
Persistent link: https://www.econbiz.de/10011740725
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno; Nutz, Marcel - In: Mathematics of operations research 41 (2016) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
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Robust non-zero-sum stochastic differential reinsurance game
Pun, Chi Seng; Wong, Hoi Ying - In: Insurance / Mathematics & economics 68 (2016), pp. 169-177
Persistent link: https://www.econbiz.de/10011492656
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Asset price volatility and efficient discrimination in credit market equilibrium
Nickerson, David B. - In: The international journal of business and finance … 10 (2016) 4, pp. 91-101
Persistent link: https://www.econbiz.de/10011621287
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Non-zero-sum reinsurance games subject to ambiguous correlations
Pun, Chi Seng; Siu, Chi Chung; Wong, Hoi Ying - In: Operations research letters 44 (2016) 5, pp. 578-586
Persistent link: https://www.econbiz.de/10011596475
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