Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
type: Item
instance of: scholarly article
title: Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
zbMATH Open document ID: 1402.90010
author: Jan Ubøe
author: B. Øksendal
author: Leif Sandal
publication date: 2018-11-01T00:00:00Z
full work available at URL: http://hdl.handle.net/11250/299307
Mathematics Subject Classification ID: 90B05
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A65
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6970203
zbMATH Keywords: stochastic differential games
zbMATH Keywords: delayed information
zbMATH Keywords: Itô-Lévy processes
zbMATH Keywords: Stackelberg equilibria
zbMATH Keywords: newsvendor models
zbMATH Keywords: optimal control of forward-backward stochastic differential equations
MaRDI profile type: Publication
OpenAlex ID: W2076038719
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DOI: 10.1016/J.JEDC.2013.02.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970203