Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models |
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Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (English)
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1 November 2018
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stochastic differential games
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delayed information
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Itô-Lévy processes
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Stackelberg equilibria
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newsvendor models
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optimal control of forward-backward stochastic differential equations
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