Stochastic bargaining models

DOI10.1007/BF02192120zbMath0824.90051OpenAlexW2069005723MaRDI QIDQ1893315

M. Mazigh, Mario Lefebvre

Publication date: 3 July 1995

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

Full work available at URL: https://doi.org/10.1007/bf02192120

zbMATH Keywords

Brownian motionstochastic modelslognormal distributionrisk sensitivitylabor- management negotiations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• Forcing a stochastic process to stay in or to leave a given region
• A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
• The risk-sensitive homing problem
• Risk-sensitive linear/quadratic/gaussian control
• First‐passage densities of controlled Gaussian processes

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