Risk-sensitive dynamic market share attraction games

DOI10.1006/game.1997.0568zbMath0894.90187OpenAlexW2082892170MaRDI QIDQ1369069

George E. Monahan, Matthew J. Sobel

Publication date: 7 October 1997

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/game.1997.0568

zbMATH Keywords

infinite-horizon stochastic gamerisk-sensitive oligopolists

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Other game-theoretic models (91A40) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (2)

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models ⋮ Risk-sensitive control of continuous time Markov chains

Cites Work

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• Dynamic Optimal Control Models in Advertising: Recent Developments
• Risk, Return, and Utility
• The Risk-Averse (and Prudent) Newsboy
• On the Optimality of Generalized (s, S) Policies
• Risk-Sensitive Markov Decision Processes

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