Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6454
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dc.contributor.authorProf. YEUNG Wing Kay, Daviden_US
dc.date.accessioned2021-02-26T03:06:02Z-
dc.date.available2021-02-26T03:06:02Z-
dc.date.issued2001-
dc.identifier.citationJournal of Optimization Theory and Applications, 2001, vol. 111, pp. 445-460.en_US
dc.identifier.issn0022-3239-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/6454-
dc.description.abstractIn this paper, we consider infinite-horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of games is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.en_US
dc.language.isoenen_US
dc.relation.ispartofJournal of Optimization Theory and Applicationsen_US
dc.titleInfinite-horizon stochastic differential games with branching payoffsen_US
dc.typePeer Reviewed Journal Articleen_US
dc.identifier.doi10.1023/A:1011994604278-
crisitem.author.deptDepartment of Economics and Finance-
item.fulltextNo Fulltext-
Appears in Collections:Economics and Finance - Publication
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