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  • Search: subject:"Recursive lexicographic search algorithm"
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Subject
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Dynamic games 2 d-subgames 2 Directed acyclic graphs 1 Directional dynamic games 1 Dynamic game 1 Dynamisches Spiel 1 Equilibrium model 1 Equilibrium theory 1 Game theory 1 Generalized stage games 1 Gleichgewichtsmodell 1 Gleichgewichtstheorie 1 Markov chain 1 Markov perfect equilibrium 1 Markov-Kette 1 Markov-perfect equilibrium 1 Multiple equilibria 1 Partial orders 1 Recursive lexicographic search algorithm 1 Spieltheorie 1 State recursion 1 Subgame perfect equilibrium 1 Successor function 1 Variable-base arithmetic 1 directed acyclic graphs 1 directional dynamic games 1 generalized stage games 1 multiple equilibria 1 partial orders 1 recursive lexicographic search algorithm 1 state recursion 1 subgame perfect equilibrium 1 successor function 1 variable-base arithmetic 1
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Free 1 Undetermined 1
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Article 1 Book / Working Paper 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Iskhakov, Fedor 2 Rust, John 2 Schjerning, Bertel 2 Tyran, Jean-Robert 1
Institution
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Økonomisk Institut, Københavns Universitet 1
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Discussion Papers / Økonomisk Institut, Københavns Universitet 1 The review of economic studies 1
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ECONIS (ZBW) 1 RePEc 1
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Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
Iskhakov, Fedor; Rust, John; Schjerning, Bertel; Tyran, … - Økonomisk Institut, Københavns Universitet - 2014
We define a class of dynamic Markovian games that we call directional dynamic games (DDG) in which directionality is represented by a partial order on the state space. We propose a fast and robust state recursion algorithm that can find a Markov perfect equilibrium (MPE) via backward induction...
Persistent link: https://www.econbiz.de/10010795540
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Recursive lexicographical search : finding all Markov perfect equilibria of finite state directional dynamic games
Iskhakov, Fedor; Rust, John; Schjerning, Bertel - In: The review of economic studies 83 (2016) 2, pp. 658-703
Persistent link: https://www.econbiz.de/10011630869
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