Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
DOI10.1239/jap/1417528477zbMath1337.60156OpenAlexW2000282781MaRDI QIDQ5245626
Bernt Øksendal, Jan Ubøe, Leif Kristoffer Sandal
Publication date: 14 April 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1417528477
stochastic differential gamedelayed informationStackelberg equilibriaItō-Lévy processvertical contracting model
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Production models (90B30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cites Work
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