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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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The optimal linear quadratic feedback state regulator problem for index one descriptor systems
Engwerda, Jacob Christiaan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003777782
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The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems
Engwerda, Jacob Christiaan; Salmah, Y.; Wijayanti, I. E. - 2009
Persistent link: https://www.econbiz.de/10003819736
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A note on cooperative linear quadratic control
Engwerda, Jacob Christiaan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483561
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Necessary and sufficient conditions for feedback Nash equilibria for the affine quadratic differential
Engwerda, Jacob Christiaan; Salmah, Y. - 2010
Persistent link: https://www.econbiz.de/10003992249
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Feedback Nash equilibria for linear quadratic descriptor differential games
Engwerda, Jacob Christiaan; Salmah, Y. - 2010
Persistent link: https://www.econbiz.de/10003992251
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Feedback Nash equilibria for descriptor differential games using matrix projectors
Reddy, Puduru Viswanadha; Engwerda, Jacob Christiaan - 2010
Persistent link: https://www.econbiz.de/10008798291
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Necessary and sufficient conditions for pareto optimality in infinite horizon cooperative differential games
Reddy, Puduru Viswanadha; Engwerda, Jacob Christiaan - 2010
Persistent link: https://www.econbiz.de/10003987197
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Necessary and sufficient conditions for pareto optimality in infinite horizon cooperative differential games
Reddy, Puduru Viswanadha; Engwerda, Jacob Christiaan - 2011 - rev.
Persistent link: https://www.econbiz.de/10008990972
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Prospects of tools from differential games in the study of macroeconomics of climate change
Engwerda, Jacob Christiaan - 2012
Persistent link: https://www.econbiz.de/10009546888