Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10010416222
Persistent link: https://www.econbiz.de/10012226798
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014277006
Persistent link: https://www.econbiz.de/10010896450
Persistent link: https://www.econbiz.de/10001702217
Persistent link: https://www.econbiz.de/10014225801
Persistent link: https://www.econbiz.de/10009356393
Persistent link: https://www.econbiz.de/10010198029
Persistent link: https://www.econbiz.de/10010412707
Persistent link: https://www.econbiz.de/10010386172