Constant risk aversion in stochastic contests with exponential completion times
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Publication:3120604
DOI10.1002/nav.21727zbMath1407.91036OpenAlexW2580875803WikidataQ115612318 ScholiaQ115612318MaRDI QIDQ3120604
Uriel G. Rothblum, Pelin G. Canbolat
Publication date: 5 March 2019
Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.21727
Noncooperative games (91A10) Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15)
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Cites Work
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