Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6477
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dc.contributor.authorJorgensen, Steffenen_US
dc.contributor.authorProf. YEUNG Wing Kay, Daviden_US
dc.date.accessioned2021-03-03T08:24:55Z-
dc.date.available2021-03-03T08:24:55Z-
dc.date.issued2005-
dc.identifier.citationAutomatica, Jan. 2005, vol. 41(1), pp. 69-74.en_US
dc.identifier.issn0005-1098-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/6477-
dc.description.abstractThe paper presents a noncooperative stochastic differential game played by an infinite number of overlapping generations of players. The number and types of players in future generations are uncertain and the state dynamics are given by a stochastic differential equation. A Markovian Nash equilibrium is characterized by a verification theorem of the Hamilton–Jacobi–Bellman type. A resource extraction game is offered as an illustration.en_US
dc.language.isoenen_US
dc.relation.ispartofAutomaticaen_US
dc.titleAn overlapping generations stochastic differential gameen_US
dc.typePeer Reviewed Journal Articleen_US
dc.identifier.doi10.1016/j.automatica.2004.06.022-
item.fulltextNo Fulltext-
crisitem.author.deptDepartment of Economics and Finance-
Appears in Collections:Economics and Finance - Publication
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