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Concepts of Forecast Horizons in Stochastic Dynamic Games

The concept of a forecast horizon for a given player with respect to the set of equilibria in an abstract dynamic game is defined. Consideration is then given to the case of a stochastic dynamic game with memory-less perfect state information and the Nash equilibrium concept. Sufficient conditions for the existence of forecast horizons are derived for this case, and it is shown that these conditions are satisfied if every Nash equilibrium for the infinite horizon game has the same first-period decision for the given player
Year of publication:
2020
Authors: Sethi, Suresh
Other Persons: Sorger, Gerhard (contributor)
Publisher: [2020]: [S.l.] : SSRN
Subject: Prognoseverfahren | Forecasting model | Spieltheorie | Game theory | Dynamisches Spiel | Dynamic game
Description of contents: Abstract [papers.ssrn.com]
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