Similar Search Results

Advances in zero-sum dynamic games

Laraki, Rida; Sorin, Sylvain - 2015

Persistent link: https://www.econbiz.de/10011498292

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

Saddle-point calculation for constrained finite Markov chains

Gómez-Ramírez, E.; Najim, K.; Poznjak, Aleksandr S. - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1833-1853

Persistent link: https://www.econbiz.de/10001755434

Deterministic approximation of stochastic evolution in games

Benaïm, Michel; Weibull, Jörgen W. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 873-903

Persistent link: https://www.econbiz.de/10001769699

Deterministic approximation of stochastic evolution in games

Benaïm, Michel; Weibull, Jörgen W. - 2000

Persistent link: https://www.econbiz.de/10001486669

Mutual fund competition in the presence of dynamic flows

Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek - 2008

This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel. We characterize the set of equilibria for this delegated portfolio management game and show that there exists a unique Pareto optimal equilibrium. The main result of this paper...