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Publications by P. Jean Jacques Herings

Stochastic Bankruptcy Games

International Journal of Game Theory
StatisticsProbabilityUncertaintyEconomicsSocial SciencesMathematicsEconometrics
2012English

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Convexity and Marginal Contributions in Bankruptcy Games

econoquantum
2011English

Discounted Stochastic Games

Mathematics of Operations Research
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
1998English

Continuous-Time Stochastic Games

Games and Economic Behavior
EconomicsEconometricsFinance
2017English

Stochastic Imitation in Finite Games

SSRN Electronic Journal
2003English

Correlated Equilibrium in Stochastic Games

Games and Economic Behavior
EconomicsEconometricsFinance
2002English

Algorithms for Stochastic Parity Games

2005English

A Stochastic Model of Optimal Debt Management and Bankruptcy

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2017English

Stochastic Strategy Adjustment in Coordination Games

Economic Theory
EconomicsEconometrics
2002English

Switching Games of Stochastic Differential Systems

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2007English

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