Suchergebnisse

A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models

Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients

In: Dynamic games and applications: DGA, Band 11, Heft 1, S. 84-108

ISSN: 2153-0793

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games

In: Dynamic games and applications: DGA, Band 9, Heft 2, S. 521-549

ISSN: 2153-0793

Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle

In: Dynamic games and applications: DGA, Band 9, Heft 4, S. 1100-1125

ISSN: 2153-0793

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs

In: Dynamic games and applications: DGA, Band 11, Heft 4, S. 835-862

ISSN: 2153-0793

Can future systemic financial risks be quantified?: ergodic vs nonergodic stochastic processes

In: Revista de economia política: Brazilian journal of political economy, Band 29, Heft 4, S. 324-340

ISSN: 1809-4538

Linear-quadratic-singular stochastic differential games and applications

In: Decisions in economics and finance: a journal of applied mathematics

ISSN: 1129-6569, 2385-2658

Stochastic Differential Games: A Sampling Approach via FBSDEs

In: Dynamic games and applications: DGA, Band 9, Heft 2, S. 486-505

ISSN: 2153-0793

Stochastic Differential Games and Energy-Efficient Power Control

In: Dynamic games and applications: DGA, Band 3, Heft 1, S. 3-23

ISSN: 2153-0793

Robust Stochastic Games and Systemic Risk

A Hybrid Stochastic Differential Defined Benefit Pension Plan Game with Liquidity Risk and Regime Switching

In: IME-D-24-00382

Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications

In: Dynamic games and applications: DGA, Band 14, Heft 5, S. 1191-1224

ISSN: 2153-0793

A class of risk-sensitive noncooperative games

In: Journal of economic dynamics & control, Band 14, Heft 1, S. 117-149

ISSN: 0165-1889

Applied stochastic differential equations

In: Institute of Mathematical Statistics textbooks 10

The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

In: SIAM Control and Optimization, Forthcoming