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Optimal control, expectations and uncertainty
Holly, Sean; Hughes Hallett, Andrew - 2009 - [Nachdr.]
Persistent link: https://www.econbiz.de/10003885630
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Optimal control, expectations and uncertainty
Holly, Sean - 1989
Persistent link: https://www.econbiz.de/10013493225
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On singular control games : with applications to capital accumulation
Steg, Jan-Henrik - 2010
Persistent link: https://www.econbiz.de/10008858392
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Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks
Lozovanu, Dmitrii; Pickl, Stefan - 2024
and graduate students who are interested in Markov theory, control theory, optimization and games. …
Persistent link: https://www.econbiz.de/10014451769
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Competitive Harvesting of a Renewable Common Resource : A Non-cooperative Stochastic Impulse Control Game
Kwon, H. Dharma - 2022
We examine a game of harvesting a renewable common resource and investigate the ramifications of competition. We formulate the problem as an impulse control game between two competing harvesters and devise a new formulation of closed-loop impulse control strategies. In the case of non-zero setup...
Persistent link: https://www.econbiz.de/10014077474
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Continuous-time public good contribution under uncertainty
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik - 2013
Kuhn-Tucker conditions. Suitably combining arguments from Duality Theory and the General Theory of Stochastic Processes, we …
Persistent link: https://www.econbiz.de/10009764881
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Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong; Luo, Shangzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
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Linear-quadratic time-inconsistent mean field games
Bensoussan, Alain; Sung, K. C. P.; Yam, Sheung Chi Phillip - In: Dynamic games and applications : DGA 3 (2013) 4, pp. 537-552
Persistent link: https://www.econbiz.de/10010246344
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Game of singular stochastic control and strategic exit
Kwon, H. Dharma; Zhang, Hongzhong - In: Mathematics of operations research 40 (2015) 4, pp. 869-887
Persistent link: https://www.econbiz.de/10011408931