Approximating Nash Equilibrium for Optimal Consumption in Stochastic Growth Model with Jumps |
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Authors: | Bo Li Jun Li Tong Qing |
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Affiliation: | 1.School of Mathematical Sciences, University of Science and Technology of China, Hefei, 230026, P. R. China ;2.Wu Wen Tsun Key Laboratory of Mathematics, Chinese Academy of Science, Hefei, 230026, P. R. China ; |
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Abstract: | Acta Mathematica Sinica, English Series - In this paper, we study a class of dynamic games consisting of finite agents under a stochastic growth model with jumps. The jump process in the dynamics... |
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