Differential Games in Economics and Management Science: Stochastic differential games
By E. Dockner, Steffen Jørgensen, N. Long, G. Sorger. 2000
475 citations recorded by the source corpus.
Subfields: Earth-Surface Processes, Finance, Modeling and Simulation
View Paper: https://www.semanticscholar.org/paper/a5f8587a309f1470c3b76ea8f06a9a7a389a53ea
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
Citations in the corpus
- Planning Marketing-Mix Strategies in the Presence of Interaction Effects (2005, background): “Specifically, Sethi (1977) and Little (1979) review the literature on dynamic monopoly models with single activity; Erickson (1991) and Dockner et al. (2000) summarize dynamic competitive models with a single activity.”
- A Dynamic Model for International Environmental Agreements (2010, background): “A particular agreement is the result of questions about the circumstances under which the agreement can be established, what can be achieved as a group, and the ways in which the benefits of the cooperation are redistributed among the participants [14, 36].”
- R&D Incentives and Market Structure: Dynamic Analysis (2005, background): “The relevant first order conditions (FOCs) are: ∂Hi (., t) ∂qi(t) = A− 2qi(t)−Q−i(t)− ci(t) = 0 ; (6) ∂Hi (., t) ∂ki(t) = −2bki(t)− λii(t)ci(t)− β X j 6=i λij(t)cj(t) = 0 .”
- Renewable Energy Subsidies: Second-Best Policy or Fatal Aberration for Mitigation? (2011, unknown): “We therefore calculate the Stackelberg equilibrium where a welfare-maximizing government selects the optimal trajectory of policy instruments from a pre-defined subset of available policy instruments given the implicit reaction functions of the economic sectors (see for example Dockner et al. (2000,”
- Game Theory in Wireless and Communication Networks (2008, methodology): “In this case, Pontryagin’s maximum principle can be used [132].”
- Differential variational inequalities (2008, background): “A differential Nash equilibrium solution [12,34] is a pair of trajectories (x∗(t), u∗(t)) such that for every ν = 1, .”
- A survey of Stackelberg differential game models in supply and marketing channels (2007, background): “A number of books and papers have surveyed applications in these areas (e.g., Jørgensen 1982, Feichtinger et al. 1994, Dockner et al. 2000, Erickson 1992, 1995, 1997).”
- Non-linear strategies in a linear quadratic differential game (2007, unknown): “By Theorems 3.1 and 3.5 in Dockner et al. (2000), these assumptions define an optimal control, u ð(cid:3)Þ over t 2 ½ 0 ; T (cid:5) .”