Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model

DOI10.1007/s10203-009-0100-0zbMath1198.91073OpenAlexW3123323360MaRDI QIDQ604676

Wen-Kai Wang, Christian-Oliver Ewald

Publication date: 12 November 2010

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-009-0100-0

zbMATH Keywords

dynamic programmingHamilton-Jacobi-Bellman equationspublic goodsstochastic differential games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15) Public goods (91B18)

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Subgame consistent cooperative provision of public goods ⋮ Interbank lending with benchmark rates: Pareto optima for a class of singular control games ⋮ Dynamically Stable Cooperative Provision of Public Goods Under Non-transferable Utility ⋮ Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide ⋮ Continuous-time public good contribution under uncertainty: a stochastic control approach

Cites Work

• Binary participation and incremental provision of public goods
• A characterization of conditional probability
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