45 citations · 76 across the 7 of their papers we have counts for
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math.OC2015
Symmetric Equilibria in Stochastic Timing Games
Jan-Henrik Steg
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different…
math.OC2014★ 45 cited
Subgame-Perfect Equilibria in Stochastic Timing Games
Frank Riedel, Jan-Henrik Steg
We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-per…
math.OC2013★ 19 cited
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach
Giorgio Ferrari, Frank Riedel, Jan-Henrik Steg
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is th…