A feedback nash equilibrium solution for non–cooperative innovations in a stochastic differential game framework

DOI10.1080/07362999108809234zbMath0733.90088OpenAlexW2050674079MaRDI QIDQ3360690

David W. K. Yeung

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/07362999108809234

zbMATH Keywords

Wiener processfeedback strategiestwo-step proceduretechnological innovationfinite interval of timeN-firm stochastic differential game

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (1)

Stochastic optimal control to a nonlinear differential game

Cites Work

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• Optimal pricing in a duopoly: A noncooperative differential games solution
• A class of differential games with state-dependent closed-loop feedback solutions
• Dynamic noncooperative game theory
• Interactive economic dynamics and differential games

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