A class of non-zero-sum stochastic differential investment and reinsurance games.

Alain Bensoussan Chi Chung Siu Sheung Chi Phillip Yam Hailiang Yang

Published in: Autom. (2014)

Keyphrases

game theory
stochastic games
nash equilibria
boolean games
nash equilibrium
incomplete information
perfect information
class labels
monte carlo
computer games
game play
cooperative games
long run
stochastic process
game theoretic
congestion games
repeated games
neural network
markov chain
multi agent systems