A stochastic differential game of duopolistic competition with sticky prices
L Colombo, P Labrecciosa - Journal of Economic Dynamics and Control, 2021 - Elsevier
In this paper, we present a stochastic differential game model of duopolistic competition with
sticky prices, which extends the model analyzed in the seminal paper by Fershtman and …
sticky prices, which extends the model analyzed in the seminal paper by Fershtman and …
Derivation and application of quantum Hamilton equations of motion
J Köppe, W Grecksch, W Paul - Annalen Der Physik, 2017 - Wiley Online Library
Non‐relativistic quantum systems are analyzed theoretically or by numerical approaches
using the Schrödinger equation. Compared to the options available to treat classical …
using the Schrödinger equation. Compared to the options available to treat classical …
On the non-uniqueness of linear Markov perfect equilibria in linear-quadratic differential games: a geometric approach
M Eigruber, F Wirl - Economic Theory, 2024 - Springer
Although the possibility of multiple nonlinear equilibria in linear-quadratic differential games
is extensively discussed, the literature on models with multiple linear Markov perfect …
is extensively discussed, the literature on models with multiple linear Markov perfect …
A NOTE ON DIFFERENTIAL GAMES WITH PARETO {OPTIMAL NASH EQUILIBRIA: DETERMINISTIC AND STOCHASTIC MODELS.
A Fonseca-Morales… - Journal of Dynamics & …, 2017 - search.ebscohost.com
Pareto optimality and Nash equilibrium are two standard solution concepts for cooperative
and non-cooperative games, respectively. At the out-set, these concepts are incompatible …
and non-cooperative games, respectively. At the out-set, these concepts are incompatible …
Stochastic differential games: the potential approach
A Fonseca-Morales, O Hernández-Lerma - Stochastics, 2020 - Taylor & Francis
A noncooperative stochastic differential game (SDG) is said to be a potential game if there
exists an associated stochastic control problem whose optimal solutions are Nash equilibria …
exists an associated stochastic control problem whose optimal solutions are Nash equilibria …
What does a dynamic oligopoly maximize? The continuous time Markov case
JP Rincón-Zapatero - arXiv preprint arXiv:2407.20810, 2024 - arxiv.org
We analyze the question of whether the outcome of an oligopoly exploiting a nonrenewable
resource can be replicated by a related monopoly, within the framework of continuous time …
resource can be replicated by a related monopoly, within the framework of continuous time …
In-depth analysis of financial market based on iris recognition algorithm of MATLAB GUI
M Meng, J Yu - Neural Computing and Applications, 2021 - Springer
When analyzing financial markets, it needs to mine effective information from massive data.
However, it is difficult to obtain information from image information. In order to improve the …
However, it is difficult to obtain information from image information. In order to improve the …
Certainty equivalence principle in stochastic differential games: an inverse problem approach
R Josa‐Fombellida… - … Control Applications and …, 2019 - Wiley Online Library
This paper aims to characterize a class of stochastic differential games, which satisfy the
certainty equivalence principle beyond the cases with quadratic, linear, or logarithmic value …
certainty equivalence principle beyond the cases with quadratic, linear, or logarithmic value …
Cooperative and noncooperative extraction in a common pool with habit formation
S Rouillon - Dynamic Games and Applications, 2017 - Springer
The present paper considers the exploitation of a common-property, nonrenewable
resource, by individuals subject to habit formation. We formalize their behavior by means of …
resource, by individuals subject to habit formation. We formalize their behavior by means of …
[PDF][PDF] A survey of games with pareto-optimal nash equilibria= Un estudio de juegos con equilibrios de Nash que tambien son óptimos de pareto
O Camacho Franco - 2019 - repositorio.cinvestav.mx
Esta tesis trata de tipos de juegos que tienen equilibrios de Nash que también son óptimos
de Pareto. Nuestro principal objetivo es crear una colección que reúna los resultados que …
de Pareto. Nuestro principal objetivo es crear una colección que reúna los resultados que …