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Approximating Nash Equilibrium for Optimal Consumption in Stochastic Growth Model with Jumps
Authors:Bo  Li Jun  Li   Tong Qing
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
;
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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