Present-biased lobbyists in linear-quadratic stochastic differential games

DOI10.1007/s00780-023-00519-9zbMath1527.91015arXiv2304.11577OpenAlexW4387118843MaRDI QIDQ6074010

Hanxiao Wang, Jiong-min Yong, Ali Lazrak

Publication date: 12 October 2023

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.11577

zbMATH Keywords

time inconsistencylobbyinglinear-quadratic stochastic differential gametwo-player zero-sum dynamic game

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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