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Stochastic games in economics and related fields: an overview

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Author Info
AMIR, Rabah

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Abstract

This survey provides an extensive account of research in economics based on the stochastic games paradigm. Its area-by-area coverage is in the form of an overview, and includes applications in resource economics, industrial organization, macroeconomics, market games, experimental and empirical economics. For methodologically defined frameworks, the coverage is somewhat more detailed (to the extent that the material is not covered elsewhere in this volume), and includes the open-loop concept, the linear-quadratic model, myopic equilibrium, games of perfect information, and stochastic games with a continuum of players.

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Publisher Info
Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2001060.

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Date of creation: 01 Dec 2001
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Handle: RePEc:cor:louvco:2001060

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets
O31 - Economic Development, Technological Change, and Growth - - Technological Change - - - Innovation and Invention: Processes and Incentives

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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Gianluigi Vernasca, 2003. "Dynamic Price Competition with Price Adjustment Costs and Product Differentiation," Working Papers 2003.120, Fondazione Eni Enrico Mattei. [Downloadable!]
  2. Vernasca, Gianluigi, 2003. "Dynamic Price Competition With Price Adjustment Costs And Product Differentiation," The Warwick Economics Research Paper Series (TWERPS) 681, University of Warwick, Department of Economics. [Downloadable!]
  3. R. Joosten, 2005. "A small Fish War: an example with frequency-dependent stage payoffs," Papers on Economics and Evolution 2005-06, Max Planck Institute of Economics, Evolutionary Economics Group.
  4. R. Joosten, 2007. "Patience, Fish Wars, rarity value & Allee effects," Papers on Economics and Evolution 2007-24, Max Planck Institute of Economics, Evolutionary Economics Group. [Downloadable!]
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