Analytic solutions for Hamilton-Jacobi-Bellman equations

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dc.contributor.authorPalestini, Arsen
dc.date.accessioned2022-03-11T18:40:00Z
dc.date.available2022-03-11T18:40:00Z
dc.date.issued2017-01-10
dc.description.abstractClosed form solutions are found for a particular class of Hamilton-Jacobi-Bellman equations emerging from a differential game among firms competing over quantities in a simultaneous oligopoly framework. After the derivation of the solutions, a microeconomic example in a non-standard market is presented where feedback equilibrium is calculated with the help of one of the previous formulas.
dc.description.departmentMathematics
dc.formatText
dc.format.extent11 pages
dc.format.medium1 file (.pdf)
dc.identifier.citationPalestini, A. (2017). Analytic solutions for Hamilton-Jacobi-Bellman equations. <i>Electronic Journal of Differential Equations, 2017</i>(08), pp. 1-11.
dc.identifier.issn1072-6691
dc.identifier.urihttps://hdl.handle.net/10877/15504
dc.language.isoen
dc.publisherTexas State University, Department of Mathematics
dc.rightsAttribution 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.sourceElectronic Journal of Differential Equations, 2017, San Marcos, Texas: Texas State University and University of North Texas.
dc.subjectHamilton-Jacobi-Bellman equations
dc.subjectFeedback equilibrium
dc.subjectDifferential game
dc.titleAnalytic solutions for Hamilton-Jacobi-Bellman equations
dc.typeArticle

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