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  • Search: subject:"stochastic dynamic games"
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Year of publication
Subject
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Stochastic dynamic games 11 Dynamic game 8 Dynamisches Spiel 8 Game theory 5 Spieltheorie 5 stochastic dynamic games 5 Evolutionary economics 4 Evolutionary game theory 4 Evolutionsökonomik 4 Evolutionäre Spieltheorie 4 Portfolio selection 4 Portfolio-Management 4 Stochastic game 4 Stochastic process 4 Stochastischer Prozess 4 Stochastisches Spiel 4 Anlageverhalten 3 Behavioural finance 3 DSGE 3 Dynamic equilibrium 3 Dynamisches Gleichgewicht 3 Survival portfolio rules 3 Approximation 2 Begrenzte Rationalität 2 Bounded rationality 2 CAPM 2 Dynamic programming 2 Dynamische Optimierung 2 Environmental economics 2 Equilibrium theory 2 Evolutionary Önance 2 Financial economics 2 Financial market 2 Finanzmarkt 2 Gleichgewichtstheorie 2 Industrial organization 2 Institutional dynamics 2 Institutional economics 2 Institutionenökonomik 2 Interessenpolitik 2
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Online availability
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Undetermined 9 Free 8
Type of publication
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Article 10 Book / Working Paper 7 Other 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4
Language
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English 13 Undetermined 5
Author
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Casas, Omar J. 3 Evstigneev, Igor V. 3 Hens, Thorsten 3 Romera, Rosario 3 Adlakha, Sachin 2 Boucekkine, Raouf 2 Johari, Ramesh 2 Potapova, Valeriya 2 Prieur, Fabien 2 Schenk-Hoppé, Klaus Reiner 2 Vasilakis, Chrysovalantis 2 Zou, Benteng 2 BORKAR, V. S. 1 Chen, Zerong 1 Judd, Kenneth L. 1 Kim, Michael Jong 1 Levin, Yuri 1 McGill, Jeff 1 Nediak, Mikhail 1 PETROSYAN, LEON A. 1 Petrosjan, Leon A. 1 Rosokha, Yaroslav 1 Schmedders, Karl 1 Vanaei, Mohammad Javad 1 Wei, Chen 1 Weintraub, Gabriel 1 Weintraub, Gabriel Y. 1 YEUNG, DAVID W. K. 1 Yeltekin, Sevin 1 Yeung, David W. K. 1 Zhitlukhin, M. V. 1
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 3
Published in...
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Statistics and Econometrics Working Papers 3 Research paper series / Swiss Finance Institute 2 Advances in Complex Systems (ACS) 1 CREA discussion paper 1 Economics discussion paper series : EDP 1 European economic review : EER 1 International Game Theory Review (IGTR) 1 International game theory review 1 Journal of Economic Theory 1 Journal of economic theory 1 Journal of mathematical economics 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Operations research 1
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Source
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ECONIS (ZBW) 10 RePEc 7 BASE 1
Showing 1 - 10 of 18
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Evolutionary finance : models with short-lived assets
Chen, Zerong - 2024
Persistent link: https://www.econbiz.de/10015153099
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Behavioral finance through the lens of evolution : "survival of the fittest" for portfolio rules
Evstigneev, Igor V.; Hens, Thorsten; Vanaei, Mohammad Javad - 2023
Persistent link: https://www.econbiz.de/10014480306
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Cooperation in queueing systems
Rosokha, Yaroslav; Wei, Chen - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7597-7616
Persistent link: https://www.econbiz.de/10015144285
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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - 2020
principles. The core of the model is a non-traditional game-theoretic framework combining elements of stochastic dynamic games …
Persistent link: https://www.econbiz.de/10012219095
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Stochastic petropolitics : the dynamics of institutions in resource-dependent economies
Boucekkine, Raouf; Prieur, Fabien; Vasilakis, Chrysovalantis - 2018
Persistent link: https://www.econbiz.de/10011853279
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Stochastic petropolitics : the dynamics of institutions in resource-dependent economies
Boucekkine, Raouf; Prieur, Fabien; Vasilakis, Chrysovalantis - In: European economic review : EER 131 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012692422
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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - In: Journal of mathematical economics 91 (2020), pp. 121-135
Persistent link: https://www.econbiz.de/10012801334
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The international stock pollutant control: a stochastic formulation with transfers
Casas, Omar J.; Romera, Rosario - Departamento de Estadistica, Universidad Carlos III de … - 2011
Dynamic Games as Markov Decision Processes, using tools of Stochastic Optimal Control and Stochastic Dynamic Programming. The … transfers between the countries involved as an incentive to cooperation. Moreover, it considers the formulation of Stochastic …
Persistent link: https://www.econbiz.de/10009195436
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Robust control of partially observable failing systems
Kim, Michael Jong - In: Operations research 64 (2016) 4, pp. 999-1014
Persistent link: https://www.econbiz.de/10011538583
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The international stock pollutant control: a stochastic formulation
Casas, Omar J.; Romera, Rosario - Departamento de Estadistica, Universidad Carlos III de … - 2009
Dynamic Games formulated as Stochastic Dynamic Programming and Cooperative versus Noncooperative Stochastic Dynamic Games. The … countries, we propose the criteria of the minimization of the expected discounted total cost. Moreover, we consider Stochastic …
Persistent link: https://www.econbiz.de/10005417129
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