A stochastic differential game of institutional investor speculation.

zbMath1042.91532MaRDI QIDQ1807680

David W. K. Yeung

Publication date: 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

equity marketfeedback strategiesstochastic differential gamesinstitutional investors speculation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (5)

Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model ⋮ Dynamic games in management science with interest rate uncertainty ⋮ Subgame consistent cooperative solutions in stochastic differential games ⋮ An overlapping generations stochastic differential game ⋮ Infinite-horizon stochastic differential games with branching payoffs.

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