Certainty equivalence principle in stochastic differential games: An inverse problem approach

DOI10.1002/OCA.2494zbMath1426.91026OpenAlexW2531344110WikidataQ128299277 ScholiaQ128299277MaRDI QIDQ5241030

Juan Pablo Rincón-Zapatero, Ricardo Josa-Fombellida

Publication date: 29 October 2019

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: http://uvadoc.uva.es/handle/10324/37899

zbMATH Keywords

stochastic differential gamecertainty equivalenceMarkov perfect Nash equilibriumcompetitive advertisingcompetitive resource management

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Marketing, advertising (90B60)

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