| Purdue Computational Finance Program | |
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Noncooperative Differential Games
April 18, 2003 |
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Abstract:
We shall begin with a brief historical review of the noncooperative game theory. We then shall explain the original idea of Nash in his 5 groudbreaking papers from 1950-1953. We then will explain our methodology (Stockbridge & Zheng) how to study differential games with the help of Nash's idea. We finally give couple of open problems from Finance and Economics which can be solved by our methodology as applications. |
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