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This paper studies a class of continuous-time stochastic games in which the actions of a long-run player have a persistent effect on payoffs. For example, the quality of a firm's product depends on past as well as current effort, or the level of a policy instrument depends on a government's past...
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Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the...
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This paper presents an application of a linear quadratic stochastic differential game to a financial model that describes trading behaviors of different types of players in a high frequency stock market. Stability of the stock market in a high frequency environment is a central issue in...
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