A stochastic differential equation driven by Poisson random measure and its application in a duopoly market
DOI10.1155/2020/3256859zbMATH Open1544.91207MaRDI QIDQ6534435
Publication date: 7 May 2021
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Special types of economic markets (including Cournot, Bertrand) (91B54) Optimality conditions for problems involving randomness (49K45)
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