Stochastic Switching Games and Duopolistic Competition in Emissions Markets

DOI10.1137/100784977zbMath1252.91008arXiv1001.3455OpenAlexW2009910800MaRDI QIDQ5388673

Michael Ludkovski

Publication date: 19 April 2012

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3455

zbMATH Keywords

dynamic gamescorrelated equilibriumswitching gamesemission abatement programm

Mathematics Subject Classification ID

2-person games (91A05) Production models (90B30) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15)

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