Dynamic stability of the Nash equilibrium for a bidding game

DOI10.1142/S0219530515500098zbMath1344.49027WikidataQ59263818 ScholiaQ59263818MaRDI QIDQ2809238

Hongxu Wei, Alberto Bressan

Publication date: 27 May 2016

Published in: Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilityrandom variablesNash equilibriumlimit order bookbidding gameoptimal pricing strategy

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimality conditions for problems involving randomness (49K45) Probabilistic games; gambling (91A60) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Related Items (2)

Clearing price distributions in call auctions ⋮ A dynamic model of the limit order book

Cites Work

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