A stochastic differential game of institutional investor speculation.

MaRDI QIDQ1807680zbMATH OpenFDO

Authors David W. K. Yeung

Publication date 1999

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential gamesfeedback strategiesequity marketinstitutional investors speculation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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Cited in

(6)

• scientific article; zbMATH DE number 6611981 (Why is no real title available?)
• Infinite-horizon stochastic differential games with branching payoffs.
• An overlapping generations stochastic differential game
• Subgame consistent cooperative solutions in stochastic differential games
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
• Dynamic games in management science with interest rate uncertainty

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