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Keywords: Stochastic differential game
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Journal Articles
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...
