Subgame Consistent Cooperative Solutions in Stochastic Differential Games
By David W. K. Yeung, L. Petrosyan. 2004
77 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/88c7adf7cae43d9930fc34510d4744be1640a23f
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Citations in the corpus
- Dynamically Consistent Cooperative Solution in a Differential Game of Transboundary Industrial Pollution (2007, methodology): “[ 11 , 19]), we formulate a payment distribution scheme over time so that the agreed upon imputation (29) can be realized for any time instant τ ∈[ t0 ,T ] along the cooperative trajectory {x ∗ (τ )} T =t0 . Let the vectors B(s, x ∗ ) =[ B1(s, x ∗ s ), B2(s, x ∗ s ), ...,B n(s, x ∗ s )] denote the i”