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~subject:"Game theory"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
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Organizations with incomplete information : essays in economic analysis; a tribute to Roy Radner
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Stochastic modeling and optimization of manufacturing systems and supply chains
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Stochastic modeling of manufacturing systems : advances in design, performance evaluation, and control issues ; with 91 tables
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Stochastic optimization: theory and applications
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Stochastic stability and equilibrium selection in games
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The definitive guide to CDOs : market, application, valuation and hedging
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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira
;
Gil-Alaña, Luis A.
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 191-229)
.
2022
Persistent link: https://www.econbiz.de/10013349945
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2
The Dynkin game with regime switching and applications to pricing game options
Lv, Siyu
;
Wu, Zhen
;
Zhang, Qing
- In:
Risk management decisions and value under uncertainty
,
(pp. 1159-1182)
.
2022
Persistent link: https://www.econbiz.de/10013342097
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3
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
Balbus, Lukasz
;
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 573-591)
.
2020
Persistent link: https://www.econbiz.de/10012239079
Saved in:
4
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
5
Stochastic revision opportunities in Markov decision problems
Tsodikovich, Yevgeny
;
Lehrer, Ehud
-
2019
Persistent link: https://www.econbiz.de/10012109527
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6
Designing competitive loyalty programs : a stochastic game-theoretic model to guide the choice of reward structure
Gandomi, Amir
;
Bazargan, Amirhossein
;
Zolfaghari, Saeed
-
2019
Persistent link: https://www.econbiz.de/10012116221
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7
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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8
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
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9
Markov quantal response equilibrium and a homotopy method to compute Markov perfect equilibria in dynamic stochastic games
Eibelshäuser, Steffen
;
Poensgen, David
- In:
Essays on dynamic stochastic games and competitive markets
,
(pp. 1-26)
.
2018
Persistent link: https://www.econbiz.de/10012055541
Saved in:
10
dsGameSolver: a Python program for computing Markov perfect equilibria of finite dynamic stochastic games
Eibelshäuser, Steffen
;
Poensgen, David
- In:
Essays on dynamic stochastic games and competitive markets
,
(pp. 27-77)
.
2018
Persistent link: https://www.econbiz.de/10012055547
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