A bidding game with heterogeneous players

DOI10.1007/s10957-014-0551-5zbMath1307.91085WikidataQ59263859 ScholiaQ59263859MaRDI QIDQ481066

Alberto Bressan, Deling Wei

Publication date: 12 December 2014

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0551-5

zbMATH Keywords

optimality conditions; Nash equilibrium; limit order book; discontinuous ODE; bidding game; optimal pricing strategy

Mathematics Subject Classification ID

91A10: Noncooperative games

91A07: Games with infinitely many players

91A40: Other game-theoretic models

49K21: Optimality conditions for problems involving relations other than differential equations

49J21: Existence theories for optimal control problems involving relations other than differential equations