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Year of publication
Subject
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Stochastic game 855 Stochastisches Spiel 843 Game theory 435 Spieltheorie 435 Theorie 321 Theory 320 Markov chain 154 Markov-Kette 154 Nash equilibrium 148 Nash-Gleichgewicht 146 Stochastischer Prozess 128 Stochastic process 127 Dynamic game 83 Dynamisches Spiel 83 Stochastic games 82 Equilibrium theory 79 Gleichgewichtstheorie 79 Equilibrium model 67 Gleichgewichtsmodell 67 Evolutionary game theory 60 Evolutionäre Spieltheorie 60 Repeated games 50 Wiederholte Spiele 50 Nichtkooperatives Spiel 46 Noncooperative game 46 Incomplete information 45 Unvollkommene Information 44 Learning process 43 Lernprozess 43 Kooperatives Spiel 42 Cooperative game 41 stochastic games 40 Mathematical programming 37 Mathematische Optimierung 37 Experiment 32 Duopol 28 Duopoly 28 Folk theorem 26 Folk-Theorem 26 Portfolio selection 25
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Online availability
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Undetermined 241 Free 236 CC license 9
Type of publication
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Article 555 Book / Working Paper 315 Other 1
Type of publication (narrower categories)
All
Article in journal 508 Aufsatz in Zeitschrift 508 Working Paper 187 Arbeitspapier 186 Graue Literatur 186 Non-commercial literature 186 Aufsatz im Buch 20 Book section 20 Conference paper 4 Hochschulschrift 4 Konferenzbeitrag 4 Collection of articles of several authors 3 Sammelwerk 3 Thesis 3 Aufsatzsammlung 2 Collection of articles written by one author 2 Konferenzschrift 2 Sammlung 2 Systematic review 2 Übersichtsarbeit 2 Article 1 Bibliografie enthalten 1 Bibliography included 1 Einführung 1 Festschrift 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1
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Language
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English 840 Undetermined 23 German 4 French 3 Spanish 1
Author
All
Solan, Eilon 29 Vieille, Nicolas 27 Herings, Peter Jean-Jacques 21 Nowak, Andrzej S. 17 Balbus, Lukasz 15 Rosenberg, Dinah 15 Amir, Rabah 14 Doraszelski, Ulrich 14 Neyman, Abraham 13 Levy, Yehuda John 12 Peeters, Ronald 12 Takahashi, Satoru 12 Evstigneev, Igor V. 11 Flesch, János 11 Yamamoto, Yuichi 11 Jaśkiewicz, Anna 10 Sandholm, William H. 10 Joosten, Reinoud 9 Sudderth, William D. 9 Eibelshäuser, Steffen 8 Hens, Thorsten 8 Judd, Kenneth L. 8 Keller, Godfrey 8 Kranz, Sebastian 8 Oliu-Barton, Miquel 8 Rady, Sven 8 Renault, Jérôme 8 Sorin, Sylvain 8 Venel, Xavier 8 Dutta, Prajit K. 7 Flesch, J. 7 Jin, Zhuo 7 Netzer, Nick 7 Poensgen, David 7 Predtetchinski, Arkadi 7 Reffett, Kevin L. 7 Steg, Jan-Henrik 7 Tang, Xun 7 Vrieze, Koos 7 Young, H. Peyton 7
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Institution
All
Center for the Study of Rationality, Hebrew University of Jerusalem 2 Ekonomiska forskningsinstitutet <Stockholm> 2 International Center for Financial Asset Management and Engineering 2 Center for Economic Research <Tilburg> 1 Columbia University / Department of Economics 1 Department of Economics, University of Pennsylvania 1 Foerder Institute for Economic Research <Tēl-Āvîv> 1 Georgetown University / Economics Department 1 HAL 1 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 International Workshop on Behavioural Game Theory and Experiments <2006, Capua> 1 Københavns Universitet / Centre for Industrial Economics 1 National Bureau of Economic Research 1 Social Systems Research Institute 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 Universita ha-ivrit birushalayim / Merkaz leheqer ha-razyonaliyyut weha-hahlatot ha-interaqtiviyyot 1 Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Games and economic behavior 68 Dynamic games and applications : DGA 62 Journal of economic theory 39 International journal of game theory : official journal of the Game Theory Society 35 Mathematics of operations research 31 International game theory review 25 Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University 14 Operations research letters 14 European journal of operational research : EJOR 13 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 12 Economic theory : official journal of the Society for the Advancement of Economic Theory 12 Insurance / Mathematics & economics 12 Working papers / Penn Institute for Economic Research 11 Mathematical methods of operations research 10 Journal of mathematical economics 9 Research memorandum / METEOR 9 Theoretical economics : TE ; an open access journal in economic theory 9 Discussion paper / The Hebrew University of Jerusalem, Center for the Study of Rationality 8 Finance and stochastics 8 Research paper series / Swiss Finance Institute 7 Economic theory 6 Faculty & research / Insead : working paper series 6 Journal of economic dynamics & control 6 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 6 Games 5 International game theory review : IGTR 5 Mathematics and financial economics 5 Operations research 5 PIER Working Paper 5 Swiss Finance Institute Research Paper 5 CORE discussion paper : DP 4 CREA discussion paper 4 Cowles Foundation discussion paper 4 Discussion paper / Centre for Economic Policy Research 4 International Journal of Game Theory 4 International journal of game theory 4 Les cahiers de recherche / HEC Paris 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 Computational Statistics 3 Computational economics 3
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Source
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ECONIS (ZBW) 842 RePEc 24 EconStor 2 BASE 1 USB Cologne (EcoSocSci) 1 Other ZBW resources 1
Showing 1 - 50 of 871
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Stationary Bayesian-Markov equilibria in Bayesian stochastic games with periodic revelation
Ko, Eunmi - In: Games 15 (2024) 5, pp. 1-17
I consider a class of dynamic Bayesian games in which types evolve stochastically according to a first-order Markov process on a continuous type space. Types are privately informed, but they become public together with actions when payoffs are obtained, resulting in a delayed information...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271402
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Fast and slow optimal trading with exogenous information
Cont, Rama; Micheli, Alessandro; Neuman, Eyal - In: Finance and stochastics 29 (2025) 2, pp. 553-607
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Partial information and mean field games : the case of linear quadratic stochastic aggregative games with discrete observations
Rajabali, Farid; Malhamé, Roland; Bolouki, Sadegh - 2025
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Scheduling in the high-uncertainty heavy traffic regime
Atar, Rami; Castiel, Eyal; Shadmi, Yonatan - In: Mathematics of operations research 50 (2025) 1, pp. 107-140
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The price of history-independent strategies in games with inter-temporal externalities
Tsodikovich, Yevgeny; Venel, Xavier; Zseleva, Anna - In: Dynamic games and applications : DGA 14 (2024) 5, pp. 1317-1332
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Folk theorems in repeated games with switching costs
Tsodikovich, Yevgeny; Venel, Xavier; Zseleva, Anna - In: Games and economic behavior 146 (2024), pp. 137-159
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Dynamic price competition with capacity constraints
Betancourt, Jose M.; Hortaçsu, Ali; Öry, Aniko; … - 2024
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Charitable giving and NPOs investment decision in a stochastic dynamic economy
Jiang, Han; Simons, Aggey - 2024
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - In: Economic theory 78 (2024) 2, pp. 347-387
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A dynamic common resource model : stochastic shocks and consumption externalities
Watanabe, Riku - 2024
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Poisson search
De Sinopoli, Francesco; Ferraris, Leo; Meroni, Claudia - In: Journal of mathematical economics 112 (2024), pp. 1-13
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Classical solutions to graphon MFG equations with affine control : Lipschitz mappings on Hölder spaces
Huang, Minyi; Caines, Peter E. - 2024
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The dynamics of instability
Barilla, César; Gonçalves, Duarte - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 365-405
We study a model in which two players with opposing interests try to alter a status quo through instability-generating actions. We show that instability can be used to secure longer-term durable changes, even if it is costly to generate and does not generate short-term gains. In equilibrium,...
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Persistence in a dynamic moral hazard game
Bohren, J. Aislinn - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 449-498
This paper explores how the persistence of past choices creates incentives in a continuous time stochastic game involving a large player (e.g., a firm) and a sequence of small players (e.g., customers). The large player faces moral hazard and her actions are distorted by a Brownian motion....
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Stochastic games with general payoff functions
Flesch, János; Solan, Eilon - In: Mathematics of operations research 49 (2024) 3, pp. 1349-1371
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Where do mistakes lead? : a survey of games with incompetent players
Graham, Thomas; Kleshnina, Maria; Filar, Jerzy A. - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 231-264
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - 2023
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On the Nash equilibria of a duel with terminal payoffs
Kehagias, Athanasios - In: Games 14 (2023) 5, pp. 1-12
We formulate and study a two-player duel game as a terminal payoffs stochastic game. Players 𝑃1,𝑃2 are standing in place and, in every turn, each may shoot at the other (in other words, abstention is allowed). If 𝑃𝑛 shoots 𝑃𝑚 (𝑚≠𝑛), either they hit and kill them (with...
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Closed-loop Nash competition for liquidity
Micheli, Alessandro; Muhle-Karbe, Johannes; Neuman, Eyal - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1082-1118
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Submixing and shift-invariant stochastic games
Gimbert, Hugo; Kelmendi, Edon - In: International journal of game theory 52 (2023) 4, pp. 1179-1214
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Ensuring mutual benefit in a trans-boundary industrial pollution control problem
Perera, Ryle S.; Sato, Kimitoshi - In: Computational economics 62 (2023) 1, pp. 91-128
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Layered networks, equilibrium dynamics, and stable coalitions
Fu, Jing; Page, Frank H.; Zigrand, Jean-Pierre - In: Dynamic games and applications : DGA 13 (2023) 2, pp. 636-668
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Rogue traders
Dong, Huayuan; Guasoni, Paolo; Mayerhofer, Eberhard - In: Finance and stochastics 27 (2023) 3, pp. 539-603
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Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
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The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games
Eibelshäuser, Steffen; Klockmann, Victor; Poensgen, David - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1511-1526
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Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility
Zhang, Yumo - 2022
This paper investigates the optimal asset-liability management problems for two managers subject to relative performance concerns in the presence of stochastic inflation and stochastic volatility. The objective of the two managers is to maximize the expected utility of their relative terminal...
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Long information design
Koessler, Frédéric; Laclau, Marie; Renault, Jérôme; … - 2022
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Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games
Lei, Qian; Pun, Chi Seng - 2022
This paper presents the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal fully-nonlinear parabolic systems, where the nonlocality stems from the flow feature (controlled by an external...
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Worst-case regret in ambiguous dynamic games
Kostadinov, Rumen - 2022
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On completely mixed stochastic games
Das, Purba; Parthasarathy, Thiruvenkatachari; Ravindran, G. - In: Operations research forum 3 (2022) 4, pp. 1-26
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Discounted stochastic games, the 3M property and stationary Markov perfect equilibria
Fu, Jing; Page, Frank H. - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013207715
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Layered networks, equilibrium dynamics, and stable coalitions
Fu, Jing; Page, Frank H.; Zigrand, Jean-Pierre - 2022
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Discounted stochastic games, the 3M property and stationary markov perfect equilibria
Fu, Jing; Page, Frank H. - 2022
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Portfolio liquidation games with self-exciting order flow
Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - 2022
We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order arrivals thereby generating an additional transient price...
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Portfolio liquidation games with self-exciting order flow
Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1020-1065
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Convergence of deep fictitious play for stochastic differential games
Han, Jiequn; Hu, Ruimeng; Long, Jihao - In: Frontiers of mathematical finance : FMF 1 (2022) 2, pp. 287-319
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A Stackelberg-Nash-Cournot Equilibrium in a pollution reduction scheme
Perera, Ryle S. - In: International game theory review : IGTR 24 (2022) 2, pp. 1-23
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Stochastic games with hidden states
Yamamoto, Yuichi - 2018 - This version: May 19, 2018
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HSVI can solve zero-sum partially observable stochastic games
Delage, Aurélien; Buffet, Olivier; Dibangoye, Jilles S.; … - In: Dynamic games and applications : DGA 14 (2024) 4, pp. 751-805
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The duel discounted stochastic game
Kehagias, Athanasios - In: Dynamic games and applications : DGA 14 (2024) 4, pp. 846-864
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Stackelberg stochastic differential games in feedback information pattern with applications
Huang, Qi; Shi, Jingtao - In: Dynamic games and applications : DGA 14 (2024) 5, pp. 1191-1224
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Stochastic vaccination game among influencers, leader and public
Singh, Vartika; Kavitha, Veeraruna - In: Dynamic games and applications : DGA 14 (2024) 5, pp. 1268-1316
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Concentration and innovation in the defence industry : a stochastic game
Lambertini, Luca - In: Defence and peace economics 35 (2024) 6, pp. 777-790
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015182000
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Stochastic evolutionary game analysis of tacit knowledge sharing in patent commercialization
Yang, Xianghao; Yang, Xinyi - In: Managerial and decision economics : MDE ; the … 45 (2024) 6, pp. 3497-3509
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Preventive-service fraud in credence good markets
Karni, Edi - In: Economic theory 78 (2024) 2, pp. 593-617
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Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying
Boucekkine, Raouf; Prieur, F.; Ruan, Weihua; Zou, Benteng - In: Economic theory 77 (2024) 4, pp. 1127-1171
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A two-stage stochastic game model for elective surgical capacity planning and investment
Acuna, Jorge A.; Cantarino, Daniela; Martinez, Rodrigo; … - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-16
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Stationary equilibria in discounted stochastic games
Attia, Luc; Oliu-Barton, Miquel - In: Dynamic games and applications : DGA 14 (2024) 2, pp. 271-284
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Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
Tao, Wang; Zhang, Cheng-Ke; Yang, Lu - In: Dynamic games and applications : DGA 14 (2024) 2, pp. 453-479
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Deterministic approximation of a stochastic imitation dynamics with memory
Aydogmus, Ozgur; Kang, Yun - In: Dynamic games and applications : DGA 14 (2024) 3, pp. 525-548
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