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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of industrial organization"
~isPartOf:"Mathematics of operations research"
~subject:"Stochastic process"
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Stochastic process
Stochastic game
36
Stochastisches Spiel
36
Game theory
30
Spieltheorie
30
Markov chain
14
Markov-Kette
14
Stochastischer Prozess
13
Nash equilibrium
10
Nash-Gleichgewicht
10
stochastic games
10
Reinsurance
6
Rückversicherung
6
Control theory
5
Kontrolltheorie
5
Repeated games
5
Wiederholte Spiele
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Dynamic game
4
Dynamisches Spiel
4
Risiko
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Risk
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Stochastic differential game
4
Theorie
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Theory
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repeated games
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Mathematical programming
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Mathematische Optimierung
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Non-zero-sum stochastic differential game
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uniform value
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Dynamic programming
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Dynamic stochastic games
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Dynamische Optimierung
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Markov decision process
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Markov perfect equilibrium
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Mertens-Zamir system
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Noncooperative game
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Basu, Arnab
2
Ghosh, Mrinal K.
2
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2
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1
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1
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1
Bouchard, Bruno
1
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Campi, Luciano
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Guan, Guohui
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Saldi, Naci
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Siu, Tak Kuen
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1
Wong, Hoi Ying
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Insurance / Mathematics & economics
International journal of industrial organization
Mathematics of operations research
Dynamic games and applications : DGA
12
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6
European journal of operational research : EJOR
4
Working papers / Penn Institute for Economic Research
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International game theory review : IGTR
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Handbook of game theory with economic applications : volume 3
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ECONIS (ZBW)
13
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1
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
2
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
3
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
Aïd, René
;
Basei, Matteo
;
Callegaro, Giorgia
;
Campi, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 205-232
Persistent link: https://www.econbiz.de/10012183035
Saved in:
4
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions
Saldi, Naci
;
Başar, Tamer
;
Raginsky, Maxim
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1006-1033
Persistent link: https://www.econbiz.de/10012105890
Saved in:
5
The asymptotic value in finite stochastic games
Oliu-Barton, Miquel
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 712-721
Persistent link: https://www.econbiz.de/10010402961
Saved in:
6
Nonzero-sum risk-sensitive stochastic games on a countable state space
Basu, Arnab
;
Ghosh, Mrinal K.
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 516-532
Persistent link: https://www.econbiz.de/10011868616
Saved in:
7
Robust non-zero-sum stochastic differential reinsurance game
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 169-177
Persistent link: https://www.econbiz.de/10011492656
Saved in:
8
Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno
;
Nutz, Marcel
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
Saved in:
9
A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
Ziliotto, Bruno
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1522-1534
Persistent link: https://www.econbiz.de/10011595139
Saved in:
10
Game of singular stochastic control and strategic exit
Kwon, H. Dharma
;
Zhang, Hongzhong
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 869-887
Persistent link: https://www.econbiz.de/10011408931
Saved in:
1
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