Dynamic Bertrand oligopoly

DOI10.1007/s00245-010-9110-0zbMath1237.91160arXiv1004.1726MaRDI QIDQ626425

Ronnie Sircar, Andrew Ledvina

Publication date: 18 February 2011

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.1726

zbMATH Keywords

Nash equilibrium; asymptotic expansions; Bertrand oligopoly; stochastic differential games; substitutable goods; systems of HJB equations

Mathematics Subject Classification ID

49N70: Differential games and control

91A15: Stochastic games, stochastic differential games

91B54: Special types of economic markets (including Cournot, Bertrand)

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