Almost sure Nash equilibrium strategies in evolutionary models of asset markets

DOI10.1007/s00186-010-0344-zzbMath1217.91013OpenAlexW2007452950MaRDI QIDQ532532

L. Xu, Igor V. Evstigneev, Wael Bahsoun

Publication date: 5 May 2011

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-010-0344-z

zbMATH Keywords

random dynamical systemsNash equilibriumstochastic gamesevolutionary financecapital growth theory

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Dynamic stochastic general equilibrium theory (91B51)

Related Items

Performance of investment strategies in the absence of correct beliefs, Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

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