Nash Equilibrium in a game of calibration

Flemming Topsøe, Omar Glonti, Peter Harremöes, Zaza Khechinashvili

Abstract

Nash equilibrium, model calibration, relative entropy, rever

Original language	English
Journal	Theory of Probability and Its Applications
Volume	51
Pages (from-to)	537-551
ISSN	0040-585X
Publication status	Published - 2006

@article{7e3234206c3811dcbee902004c4f4f50,

title = "Nash Equilibrium in a game of calibration",

abstract = "Nash equilibrium, model calibration, relative entropy, rever",

author = "Flemming Tops{\o}e and Omar Glonti and Peter Harrem{\"o}es and Zaza Khechinashvili",

year = "2006",

language = "English",

volume = "51",

pages = "537--551",

journal = "Theory of Probability and Its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics",

}

TY - JOUR

T1 - Nash Equilibrium in a game of calibration

AU - Topsøe, Flemming

AU - Glonti, Omar

AU - Harremöes, Peter

AU - Khechinashvili, Zaza

PY - 2006

Y1 - 2006

N2 - Nash equilibrium, model calibration, relative entropy, rever

AB - Nash equilibrium, model calibration, relative entropy, rever

M3 - Journal article

SN - 0040-585X

VL - 51

SP - 537

EP - 551

JO - Theory of Probability and Its Applications

JF - Theory of Probability and Its Applications

ER -