Optimal oil production and taxation under mean reverting jump diffusion models
DOI10.1016/j.jmaa.2021.125777zbMath1479.91247arXiv1704.04714OpenAlexW3210427557MaRDI QIDQ2059945
Publication date: 13 December 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.04714
regime switchingNash equilibriumnumerical approximationstochastic differential gamesjump diffusionoil production
Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic games, stochastic differential games (91A15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Jump processes on discrete state spaces (60J74)
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