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  • Search: subject:"Constructive methods"
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Year of publication
Subject
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Constructive methods 9 Stochastic games 9 Game theory 5 Markov chain 5 Markov-Kette 5 Spieltheorie 5 Stochastic game 5 Stochastisches Spiel 5 Equilibrium theory 3 Gleichgewichtstheorie 3 Markov equilibria 3 Supermodular games 3 Equilibrium model 2 Gleichgewichtsmodell 2 Incomplete information 2 Intergenerational altruism 2 Short memory (Markov) equilibria 2 Altruism 1 Altruismus 1 Approximation 1 Commitment 1 Computation 1 Consumer behaviour 1 Dynamic programming 1 Dynamische Optimierung 1 Generationengerechtigkeit 1 Hyperbolic discounting 1 Intergenerational equity 1 Konsumentenverhalten 1 Markov perfect Nash equilibrium 1 Mathematical programming 1 Mathematische Optimierung 1 Overlapping Generations 1 Overlapping generations 1 Short-memory (Markov) equilibria 1 Stochastic process 1 Stochastischer Prozess 1 Time consistency 1 Unvollkommene Information 1 Zeitkonsistenz 1
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Online availability
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Undetermined 5 Free 1
Type of publication
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Article 9 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5 Undetermined 5
Author
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Woźny, Łukasz 9 Balbus, Lukasz 5 Balbus, Łukasz 4 Reffett, Kevin 4 Reffett, Kevin L. 4 Dietrich, Franz 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Dynamic games and applications : DGA 2 Dynamic Games and Applications 1 International journal of game theory : official journal of the Game Theory Society 1 Journal of Economic Dynamics and Control 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of economic dynamics & control 1 Journal of economic theory 1 MPRA Paper 1
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Source
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ECONIS (ZBW) 5 RePEc 5
Showing 1 - 10 of 10
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Judgment aggregation and the discursive dilemma
Dietrich, Franz - Volkswirtschaftliche Fakultät, … - 2012
This article gives a brief and informal introduction to the theory of judgment aggregation and to the discursive dilemma, focusing on methodology and interpretation.
Persistent link: https://www.econbiz.de/10009650010
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A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
Balbus, Lukasz; Woźny, Łukasz - In: Dynamic games and applications : DGA 6 (2016) 2, pp. 187-208
Persistent link: https://www.econbiz.de/10011717779
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Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
Balbus, Lukasz; Reffett, Kevin L.; Woźny, Łukasz - In: International journal of game theory : official journal … 44 (2015) 1, pp. 83-112
Persistent link: https://www.econbiz.de/10011378394
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A constructive study of Markov equilibria in stochastic games with strategic complementarities
Balbus, Łukasz; Reffett, Kevin; Woźny, Łukasz - In: Journal of Economic Theory 150 (2014) C, pp. 815-840
We study a class of infinite horizon, discounted stochastic games with strategic complementarities. In our class of games, we prove the existence of a stationary Markov Nash equilibrium, as well as provide methods for constructing this least and greatest equilibrium via a simple successive...
Persistent link: https://www.econbiz.de/10011043005
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A constructive study of Markov equilibria in stochastic games with strategic complementarities
Balbus, Lukasz; Reffett, Kevin L.; Woźny, Łukasz - In: Journal of economic theory 150 (2014), pp. 815-840
Persistent link: https://www.econbiz.de/10010360443
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A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
Balbus, Łukasz; Reffett, Kevin; Woźny, Łukasz - In: Journal of Economic Dynamics and Control 37 (2013) 5, pp. 1019-1039
We provide sufficient conditions for existence and uniqueness of a monotone, Lipschitz continuous Markov stationary Nash equilibrium (MSNE) and characterize its associated Stationary Markov equilibrium in a class of intergenerational paternalistic altruism models with stochastic production. Our...
Persistent link: https://www.econbiz.de/10011051919
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Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information
Balbus, Łukasz; Reffett, Kevin; Woźny, Łukasz - In: Dynamic Games and Applications 3 (2013) 2, pp. 187-206
prove existence of a stationary Markov–Nash equilibrium via constructive methods. In addition, we provide monotone …
Persistent link: https://www.econbiz.de/10011001900
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Markov stationary equilibria in stochastic supermodular games with imperfect private and public information
Balbus, Lukasz; Reffett, Kevin L.; Woźny, Łukasz - In: Dynamic games and applications : DGA 3 (2013) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10010188176
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A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
Balbus, Lukasz; Reffett, Kevin L.; Woźny, Łukasz - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1019-1039
Persistent link: https://www.econbiz.de/10009738284
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Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
Balbus, Łukasz; Reffett, Kevin; Woźny, Łukasz - In: Journal of Mathematical Economics 48 (2012) 2, pp. 115-132
We introduce a new class of infinite horizon altruistic stochastic OLG models with capital and labor, but without commitment between the generations. Under mild regularity conditions, for economies with either bounded or unbounded state spaces, continuous monotone Markov perfect Nash equilibrium...
Persistent link: https://www.econbiz.de/10011065406
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