DYNAMIC STOCHASTIC GAMES OF RESOURCE ALLOCATION BETWEEN PRODUCTION AND CONSUMPTION

DOI10.1142/S0219198999000104MaRDI QIDQ4526935zbMATH OpenOpenAlexFDO

Authors Viktor K. Domanskiĭ

Publication date 21 June 2001

Published in International Game Theory Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219198999000104

zbMATH Keywords

Nash equilibrumresource allocationstochastic games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cites work

• Optimal Economic Growth and Uncertainty: The No Discounting Case
• The Accumulation of Risky Capital: A Sequential Utility Analysis
• Uncertainty and Optimal Consumption Decisions

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