Certainty equivalence principle in stochastic differential games: An inverse problem approach-Reference-Cited by-同舟云学术

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Certainty equivalence principle in stochastic differential games: An inverse problem approach

Published:2019-03-08 Issue:3 Volume:40 Page:545-557
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Josa-Fombellida Ricardo¹^ORCID,Rincón-Zapatero Juan Pablo²^ORCID

Affiliation:

1. Departamento de Estadística e Investigación Operativa and IMUVa; Universidad de Valladolid; Valladolid Spain

2. Departamento de Economía; Universidad Carlos III de Madrid; Madrid Spain

Funder

Ministerio de Economía, Industria y Competitividad, Gobierno de España

Consejería de Educación, Juventud y Deporte, Comunidad de Madrid

Consejería de Educación, Junta de Castilla y León

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/oca.2494/fullpdf

Reference25 articles.

1. Applied Differential Games

2. Differential Games in Economics and Management Science

3. A Survey of Dynamic Games in Economics

4. Differential Games in Marketing

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1. A deep learning‐based financial hedging approach for the effective management of commodity risks;Journal of Futures Markets;2024-03-05

2. A stochastic differential game of duopolistic competition with sticky prices;Journal of Economic Dynamics and Control;2021-01

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