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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Quantitative finance"
~subject:"Game theory"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Markov-Kette"
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Game theory
Monte-Carlo-Simulation
Markov chain
114
Markov-Kette
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39
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37
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37
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Discussion paper / Centre for Economic Policy Research
Dynamic games and applications : DGA
Quantitative finance
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1
Layered networks, equilibrium dynamics, and stable coalitions
Fu, Jing
;
Page, Frank H.
;
Zigrand, Jean-Pierre
- In:
Dynamic games and applications : DGA
13
(
2023
)
2
,
pp. 636-668
Persistent link: https://www.econbiz.de/10014327266
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Social distancing, gathering, search games : mobile agents on simple networks
Alpern, Steve
;
Zeng, Li
- In:
Dynamic games and applications : DGA
12
(
2022
)
1
,
pp. 288-311
Persistent link: https://www.econbiz.de/10013198680
Saved in:
4
Markov perfect equilibria in multi-mode differential games with endogenous timing of mode transitions
Dawid, Herbert
;
Gezer, Serhat
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 363-393
Persistent link: https://www.econbiz.de/10013198690
Saved in:
5
Modelling evolution in structured populations involving multiplayer interactions
Broom, Mark
;
Erovenko, Igor V.
;
Rychtář, Jan
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 270-293
Persistent link: https://www.econbiz.de/10012584552
Saved in:
6
An update on continuous-time stochastic games of fixed duration
Levy, Yehuda John
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10012584574
Saved in:
7
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
8
Robustness and sample complexity of model-based marl for general-sum markov games
Subramanian, Jayakumar
;
Sinha, Amit
;
Mahajan, Aditya
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10014225776
Saved in:
9
Provably efficient reinforcement learning in decentralized general-sum markov games
Mao, Weichao
;
Başar, Tamer
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10014225780
Saved in:
10
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
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