TY  - JOUR 
AU  - Josa Fombellida, Ricardo
AU  - Rincón Zapatero, Juan Pablo
PY  - 2019
SN  - 1099-1514
UR  - http://uvadoc.uva.es/handle/10324/37899
AB  - This paper aims to characterize a class of stochastic differential games, which satisfy the certainty equivalence principle beyond the cases with quadratic, linear, or logarithmic value functions. We focus on scalar games with linear dynamics in the...
LA  - eng
PB  - John Wiley & Sons, Ltd
KW  - Competitive resource management
TI  - Certainty equivalence principle in stochastic differential games: An inverse problem approach
DO  - https://doi.org/10.1002/oca.2494
ER  -