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Keywords: Stochastic differential game
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Journal Articles
Dynamic Games with Nature: Designing Policy under Ambiguity
Available to Purchase
Strategic Behavior and the Environment (2015) 5 (3-4): 175–213.
Published: 22 December 2015
... and the noncooperative solution is reduced when agents play the game with Nature. This behavior cannot be identified without concerns about model misspecification and ambiguity aversion. The stochastic differential game (39) with Nature can be simplified to a deterministic differential game under certain...
