An overlapping generations stochastic differential game

Automatica

Volumn 41, Issue 1, 2005, Pages 69-74

  Jørgensen, Steffen ^a   Yeung, David W K ^a,b  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Infinite time horizon; Overlapping generations; Stochastic differential game

Indexed keywords

BOUNDARY CONDITIONS; DIFFERENTIAL EQUATIONS; FUNCTIONS; GAME THEORY; MARKOV PROCESSES; OPTIMIZATION; SET THEORY;

INFINITE TIME HORIZON; OVERLAPPING GENERATIONS; STOCHASTIC DIFFERENTIAL GAME;

STOCHASTIC CONTROL SYSTEMS;

EID: 9644302665     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.06.022     Document Type: Article

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