An impulse-regime switching game model of vertical competition
Year of publication: |
2021
|
---|---|
Authors: | Aïd, René ; Campi, Luciano ; Li, Liangchen ; Ludkovski, Mike |
Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0793, ZDB-ID 2581474-6. - Vol. 11.2021, 4, p. 631-669
|
Subject: | Stochastic differential games | Impulse controls | Optimal switching | Quasi-variational inequalities | Nash equilibrium | Commodity markets | Spieltheorie | Game theory | Nash-Gleichgewicht | Stochastisches Spiel | Stochastic game | Wettbewerb | Competition |
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