Stochastic Stackelberg equilibria with applications to time dependent newsvendor models

dc.contributor.author	Sandal, Leif Kristoffer
dc.contributor.author	Øksendal, Bernt
dc.contributor.author	Ubøe, Jan
dc.date.accessioned	2011-08-01T07:07:38Z
dc.date.available	2011-08-01T07:07:38Z
dc.date.issued	2011-05
dc.identifier.issn	1500-4066
dc.identifier.uri	http://hdl.handle.net/11250/164021
dc.language.iso	eng	en
dc.publisher	Norwegian School of Economics and Business Administration. Department of Finance and Management Science	en
dc.relation.ispartofseries	Discussion paper	en
dc.relation.ispartofseries	2011:9	en
dc.subject	stochastic differential games	en
dc.subject	newsvendor model	en
dc.subject	delayed information	en
dc.subject	Itô-Lévy processes	en
dc.title	Stochastic Stackelberg equilibria with applications to time dependent newsvendor models	en
dc.type	Working paper	en
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210::Bedriftsøkonomi: 213	en