Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/6477| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jorgensen, Steffen | en_US |
| dc.contributor.author | Prof. YEUNG Wing Kay, David | en_US |
| dc.date.accessioned | 2021-03-03T08:24:55Z | - |
| dc.date.available | 2021-03-03T08:24:55Z | - |
| dc.date.issued | 2005 | - |
| dc.identifier.citation | Automatica, Jan. 2005, vol. 41(1), pp. 69-74. | en_US |
| dc.identifier.issn | 0005-1098 | - |
| dc.identifier.uri | http://hdl.handle.net/20.500.11861/6477 | - |
| dc.description.abstract | The 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.iso | en | en_US |
| dc.relation.ispartof | Automatica | en_US |
| dc.title | An overlapping generations stochastic differential game | en_US |
| dc.type | Peer Reviewed Journal Article | en_US |
| dc.identifier.doi | 10.1016/j.automatica.2004.06.022 | - |
| crisitem.author.dept | Department of Economics and Finance | - |
| item.fulltext | No Fulltext | - |
| Appears in Collections: | Economics and Finance - Publication | |
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