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The stochastic lake game: A numerical solution

Journal of Economic Dynamics and Control, 30(9-10): 1569--1587, 2006.
Authors: W. D. Dechert and S. I. O'Donnell
URL: http://www.sciencedirect.com/science/article/B6V85-4JVT1J3-1/1/4ab56ca4f4fae0b946f8b73bdad0d8c2
Tags: Stochastic control optimal
| URL | BibTeX  
@article{Dechert2006,
title = {The stochastic lake game: A numerical solution},
author = {W. D. Dechert and S. I. O'Donnell},
journal = {Journal of Economic Dynamics and Control},
month = {00},
number = {9-10},
pages = {1569--1587},
url = {http://www.sciencedirect.com/science/article/B6V85-4JVT1J3-1/1/4ab56ca4f4fae0b946f8b73bdad0d8c2},
volume = {30},
year = {2006},
keywords = {Stochastic control optimal }
}