Dynamic games in management science with interest rate uncertainty

DOI10.1007/s10287-006-0034-8zbMath1134.91335OpenAlexW2089482633MaRDI QIDQ926560

David W. K. Yeung

Publication date: 20 May 2008

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-006-0034-8

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Cites Work

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• Dynamic Duopolistic Competition with Sticky Prices
• On Some Differential Games
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• Infinite-horizon stochastic differential games with branching payoffs.

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