Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model

DOI10.1155/2015/738181zbMath1395.91414OpenAlexW2019919794WikidataQ59119088 ScholiaQ59119088MaRDI QIDQ1666474

Xiang Lin, Hui Wu, Chao-Qun Ma

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/738181

Mathematics Subject Classification ID

Differential games and control (49N70) Applications of game theory (91A80) Portfolio theory (91G10)

Related Items (1)

Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market

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