Non-cooperative investment in partnerships and their termination

DOI10.1007/S10100-009-0107-1zbMath1204.91077OpenAlexW1964703035WikidataQ59212008 ScholiaQ59212008MaRDI QIDQ623819

Franz Wirl

Publication date: 8 February 2011

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-009-0107-1

zbMATH Keywords

real option gamemarriagestochasticsdivorce

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
• Non-linear strategies in a linear quadratic differential game
• Super contact and related optimality conditions
• International pollution control: Cooperative versus noncooperative strategies
• A dynamic variant of the battle of the sexes
• International greenhouse gas emissions when global warming is a stochastic process

This page was built for publication: Non-cooperative investment in partnerships and their termination