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  • 1
    Electronic Resource
    Electronic Resource
    On the computation of equilibria in discounted stochastic dynamic games
    Amsterdam : Elsevier
    Journal of Economic Dynamics and Control 10 (1986), S. 33-36 
    Details
    ISSN: 0165-1889
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1016/0165-1889(86)90013-8
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  • 2
    Electronic Resource
    Electronic Resource
    Ratchet effects and the cost of incremental incentive schemes
    Amsterdam : Elsevier
    Journal of Economic Dynamics and Control 11 (1987), S. 373-389 
    Details
    ISSN: 0165-1889
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1016/S0165-1889(87)80013-1
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  • 3
    Electronic Resource
    Electronic Resource
    Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
    Amsterdam : Elsevier
    Journal of Economic Dynamics and Control 18 (1994), S. 317-344 
    Details
    ISSN: 0165-1889
    Keywords: Differential games ; Discrete-event dynamic programming ; Equilibrium ; Oligopoly ; Turnpikes ; [JEL classification codes] C62 ; [JEL classification codes] C63 ; [JEL classification codes] C72 ; [JEL classification codes] C73
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://linkinghub.elsevier.com/retrieve/pii/0165-1889(94)90011-6
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  • 4
    Electronic Resource
    Electronic Resource
    Efficient equilibria in a differential game of capitalism
    Amsterdam : Elsevier
    Journal of Economic Dynamics and Control 11 (1987), S. 65-78 
    Details
    ISSN: 0165-1889
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1016/0165-1889(87)90024-8
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  • 5
    Electronic Resource
    Electronic Resource
    On the dominance of capitalists leadership in a 'Feedback-Stackelberg' solution of a differential game model of capitalism
    Amsterdam : Elsevier
    Journal of Economic Dynamics and Control 9 (1985), S. 101-125 
    Details
    ISSN: 0165-1889
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1016/0165-1889(85)90026-0
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  • 6
    Electronic Resource
    Electronic Resource
    Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models (1994)
    Springer
    Discrete event dynamic systems 4 (1994), S. 87-111 
    Details
    ISSN: 1573-7594
    Keywords: Discrete event systems ; piecewise deterministic control ; manufacturing systems ; simulation ; stochastic approximation ; gradient estimation ; perturbation analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with a class of piecewise determinstic control systems for which the optimal control can be approximated through the use of an optimization-by-simulation approach. The feedback control law is restricted to belong to an a priori fixed class of feedback control laws depending on a (small) finite set of parameters. Under some general conditions developed in this paper, infinitesimal perturbation analysis (IPA) can be used to estimate the gradient of the objective function with respect to these parameters for finite horizon simulation and the consistency of the IPA estimators, as the simulation length goes to infinity, is assured. Also, the parameters can be optimized through a stochastic approximation (SA) algorithm combined with IPA. We prove that in this context, under appropriate conditions, such an approach converges towards the optimum.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01516011
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  • 7
    Electronic Resource
    Electronic Resource
    Existence and global asymptotic stability of optimal trajectories for a class of infinite-horizon, nonconvex systems (1980)
    Springer
    Journal of optimization theory and applications 31 (1980), S. 515-533 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; economic systems ; stability ; existence theory ; turnpike property
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Sufficient conditions for the existence of optimal trajectories and for the global asymptotic stability of these trajectories are given for a class of nonconvex and nonautonomous systems controlled over an infinite-time horizon. The concept ofG-supported trajectory is introduced. It is shown that, under some assumptions, aG-supported trajectory is overtaking and is globally asymptotically stable. The concept of overtaking trajectory has been previously defined as a notion of optimality on an infinite-time domain. For autonomous systems, under weaker conditions, one guarantees the existence of weakly overtaking trajectories. Finally, it is shown howG-supported trajectories can be obtained, and an application to the study of a pre-predator ecosystem optimally harvested is sketched.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00934475
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  • 8
    Electronic Resource
    Electronic Resource
    Definition and properties of cooperative equilibria in a two-player game of infinite duration (1985)
    Springer
    Journal of optimization theory and applications 46 (1985), S. 525-534 
    Details
    ISSN: 1573-2878
    Keywords: Two-player multistage games ; cooperative games ; overtaking criteria ; perfect equilibrium ; feedback threats ; trigger strategy ; memory strategy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A two-player multistage game, with an infinite number of stages is considered. The concepts of overtaking and weakly overtaking payoff sequences are introduced. The class of strategies considered consists of memory strategies, which are based on the past history of the control and the initial state from where the game has been played. Weak equilibria are defined in this class of strategies. It is then shown how such equilibria can be constructed by composing into a trigger strategy a nominal cooperative control sequence and two threat strategies representing the announced retaliation by each player in the case where the other player does not play according to the nominal control. When the threats consists of a feedback equilibrium pair, the resulting cooperative equilibrium is perfect. Another result shows that, if each player can use a most effective threat based on a saddle-point feedback strategy, then any weak equilibrium in the class of memory strategies is in some sense related to this particular kind of equilibrium in the class of trigger strategies.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00939157
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  • 9
    Electronic Resource
    Electronic Resource
    Sequential Stackelberg equilibria in two-person games (1988)
    Springer
    Journal of optimization theory and applications 59 (1988), S. 71-97 
    Details
    ISSN: 1573-2878
    Keywords: Stackelberg equilibrium ; sequential games ; dynamic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The concept of sequential Stackelberg equilibrium is introduced in the general framework of dynamic, two-person games defined in the Denardo contracting operator formalism. A relationship between this solution concept and the sequential Nash equilibrium for an associated extended game is established. This correspondence result, which can be related to previous results obtained by Başar and Haurie (1984), is then used for studying the existence of such solutions in a class of sequential games. For the zero-sum case, the sequential Stackelberg equilibrium corresponds to a sequential maxmin equilibrium. An algorithm is proposed for the computation of this particular case of equilibrium.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00939867
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  • 10
    Electronic Resource
    Electronic Resource
    Stochastic equilibrium programming for dynamic oligopolistic markets (1990)
    Springer
    Journal of optimization theory and applications 66 (1990), S. 243-253 
    Details
    ISSN: 1573-2878
    Keywords: Stochastic equilibrium programming ; uncertain dynamical systems ; imperfect dynamic markets ; dynamic oligopolistic markets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with the concept of stochastic equilibrium programming (SEP), which has recently been proposed for the modeling of imperfect competition on uncertain dynamic markets. We show that the equilibria computed via SEP correspond to an information structure, called S-adapted open-loop, which is not common in the dynamic game literature. We compare the single-player case with the many-player case using a simple two-stage dynamical system. An illustration of the use of the approach for the modeling of imperfect dynamic markets is also provided.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00939537
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