Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/6452
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Prof. YEUNG Wing Kay, David | en_US |
dc.contributor.author | Petrosyan, Leon A. | en_US |
dc.date.accessioned | 2021-02-26T02:54:38Z | - |
dc.date.available | 2021-02-26T02:54:38Z | - |
dc.date.issued | 2005 | - |
dc.identifier.citation | Journal of Optimization Theory and Applications, 2005, vol. 124, pp. 701-724. | en_US |
dc.identifier.issn | 0022-3239 | - |
dc.identifier.uri | http://hdl.handle.net/20.500.11861/6452 | - |
dc.description.abstract | Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that the extension of the solution policy to a later starting time and any possible state brought about by the prior optimal behavior of the players would remain optimal. Recently, mechanisms for the derivation of subgame consistent solutions in stochastic cooperative differential games with transferable payoffs have been found. In this paper, subgame consistent solutions are derived for a class of cooperative stochastic differential games with nontransferable payoffs. The previously intractable subgame consistent solution for games with nontransferable payoffs is rendered tractable. | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartof | Journal of Optimization Theory and Applications | en_US |
dc.title | Subgame consisten solutions of a cooperative stochastic differential game with nontransferable payoffs | en_US |
dc.type | Peer Reviewed Journal Article | en_US |
dc.identifier.doi | 10.1007/s10957-004-1181-0 | - |
crisitem.author.dept | Department of Economics and Finance | - |
item.fulltext | No Fulltext | - |
Appears in Collections: | Economics and Finance - Publication |
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