Add to ORKGClosed form solutions are found for a particular class of Hamilton- Jacobi-Bellman equations emerging from a differential game among fims competing over quantities in a simultaneous oligopoly framework. After the derivation of the solutions, a microeconomic example in a non-standard market is presented where feedback equilibrium is calculated with the help of one of the previous formulas
In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equati...
In this paper we characterize the feedback equilibrium of a general infinite-horizon Stackelberg-Nas...
Economic and demographic models governed by linear delay differential equations are expressed as opt...
We characterise the subgame perfect equilibrium of a differential market game with hyperbolic invers...
To safeguard analytical tractability and the concavity of objective functions, the vast majority of ...
This poster is focused on construction of solutions for bimatrix evolutionary games based on methods...
In this work, we develope a numerical method to solve infinite time differential games in closed-loo...
This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomou...
We propose a simple method for characterising analytically the feedback solution of oligopoly games ...
I characterise the subgame perfect equilibrium of a differential market game with hyperbolic demand ...
Advanced methods of the theory of optimal control and generalized minimax solutions of Hamilton-Jaco...
It is well known that the equilibrium solution of oligopoly games with isoelastic demand functions ...
We consider the classical Ramsey-Cass-Koopmans capital accumulation model, and present three example...
A differential game of extraction of a nonrenewable resource is taken into account, where two firms ...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equati...
In this paper we characterize the feedback equilibrium of a general infinite-horizon Stackelberg-Nas...
Economic and demographic models governed by linear delay differential equations are expressed as opt...
We characterise the subgame perfect equilibrium of a differential market game with hyperbolic invers...
To safeguard analytical tractability and the concavity of objective functions, the vast majority of ...
This poster is focused on construction of solutions for bimatrix evolutionary games based on methods...
In this work, we develope a numerical method to solve infinite time differential games in closed-loo...
This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomou...
We propose a simple method for characterising analytically the feedback solution of oligopoly games ...
I characterise the subgame perfect equilibrium of a differential market game with hyperbolic demand ...
Advanced methods of the theory of optimal control and generalized minimax solutions of Hamilton-Jaco...
It is well known that the equilibrium solution of oligopoly games with isoelastic demand functions ...
We consider the classical Ramsey-Cass-Koopmans capital accumulation model, and present three example...
A differential game of extraction of a nonrenewable resource is taken into account, where two firms ...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equati...
In this paper we characterize the feedback equilibrium of a general infinite-horizon Stackelberg-Nas...
Economic and demographic models governed by linear delay differential equations are expressed as opt...