Título:
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A numerical method to solve a duopolistic differential game in a closed-loop equilibrium
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Autores:
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De la Cruz, Jorge H. ;
Ivorra, Benjamin ;
Ramos del Olmo, Ángel Manuel
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Tipo de documento:
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texto impreso
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Editorial:
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Universidad Complutense. Departamento de Matemática Aplicada, 2012-10
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Presentado
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Materia = Ciencias: Matemáticas: Análisis numérico
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Materia = Ciencias: Matemáticas: Investigación operativa
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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In this work, we develope a numerical method to solve infinite time differential games in closed-loop equilibria. Differential games are thought to be run in dynamic decissions and competitive situations, such as marketing investments and pricing policies in a company. Closed-loop equilibria allow us to obtain strategies as a function of ourselves and our competitor. We apply our algorithm to a real data set of two competitive firms. We show how our algorithm is able to develop a different price-advertising strategy to get bigger benefits
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En línea:
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https://eprints.ucm.es/id/eprint/29056/1/Ivorra19.pdf
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