Dynamics under Uncertainty
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Publication:3916511
DOI10.2307/1914134zbMath0464.93090OpenAlexW1994974050MaRDI QIDQ3916511
Michael J. P. Magill, William A. Brock
Publication date: 1979
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/324.pdf
HamiltonianMarkov processesstochastic dynamicseconomicsstochastic variational problemcompetitive processcompetitive pathsMcKenzie competitive processes
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Sample path properties (60G17) Model systems in control theory (93C99)
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