A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
Year of publication: |
June 2016
|
---|---|
Authors: | Balbus, Lukasz ; Woźny, Łukasz |
Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 6.2016, 2, p. 187-208
|
Subject: | Stochastic games | Hyperbolic discounting | Supermodular games | Short-memory (Markov) equilibria | Constructive methods | Computation | Approximation | Stochastisches Spiel | Stochastic game | Markov-Kette | Markov chain | Spieltheorie | Game theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Gleichgewichtstheorie | Equilibrium theory |
-
Balbus, Lukasz, (2013)
-
Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
Balbus, Lukasz, (2015)
-
Horner, Johannes, (2013)
- More ...
-
Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
Balbus, Lukasz, (2012)
-
A constructive study of Markov equilibria in stochastic games with strategic complementarities
Balbus, Lukasz, (2014)
-
Balbus, Lukasz, (2013)
- More ...