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Equilibria for discounted stochastic games

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Cited by:

  1. Gong, Rui & Page, Frank & Wooders, Myrna, 2015. "Endogenous correlated network dynamics," LSE Research Online Documents on Economics 65098, London School of Economics and Political Science, LSE Library.
  2. Jaśkiewicz, Anna & Nowak, Andrzej S., 2014. "Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models," Journal of Economic Theory, Elsevier, vol. 151(C), pages 411-447.
  3. Jinhui H. Bai & Roger Lagunoff, 2011. "On the Faustian Dynamics of Policy and Political Power," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(1), pages 17-48.
  4. Ayala Mashiah-Yaakovi, 2009. "Periodic stopping games," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(2), pages 169-181, June.
  5. János Flesch & Jeroen Kuipers & Ayala Mashiah-Yaakovi & Gijs Schoenmakers & Eilon Solan & Koos Vrieze, 2010. "Perfect-Information Games with Lower-Semicontinuous Payoffs," Mathematics of Operations Research, INFORMS, vol. 35(4), pages 742-755, November.
  6. Page, Frank, 2016. "Stationary Markov equilibria for approximable discounted stochastic games," LSE Research Online Documents on Economics 67808, London School of Economics and Political Science, LSE Library.
  7. Frank H. Page & Myrna H. Wooders, 2009. "Endogenous Network Dynamics," Working Papers 2009.28, Fondazione Eni Enrico Mattei.
  8. Johannes Horner & Takuo Sugaya & Satoru Takahashi & Nicolas Vieille, 2009. "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta Approaching 1 and a Folk Theorem," Cowles Foundation Discussion Papers 1742, Cowles Foundation for Research in Economics, Yale University, revised Aug 2010.
  9. John Duggan, 2011. "Noisy Stochastic Games," RCER Working Papers 562, University of Rochester - Center for Economic Research (RCER).
  10. Johannes Horner & Takuo Sugaya & Satoru Takahashi & Nicolas Vieille, 2010. "Recursive Methods in Discounted Stochastic Games: An Algorithm for ! ! 1 and a Folk Theorem," Working Papers 1264, Princeton University, Department of Economics, Econometric Research Program..
  11. Yehuda (John) Levy, 2012. "A Discounted Stochastic Game with No Stationary Nash Equilibrium," Discussion Paper Series dp596r, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, revised May 2012.
  12. Kimmo Berg, 2016. "Elementary Subpaths in Discounted Stochastic Games," Dynamic Games and Applications, Springer, vol. 6(3), pages 304-323, September.
  13. Pierri, Damian Rene & Reffett, Kevin, 2021. "Memory, multiple equilibria and emerging market crises," UC3M Working papers. Economics 32871, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Horst, Ulrich, 2005. "Stationary equilibria in discounted stochastic games with weakly interacting players," Games and Economic Behavior, Elsevier, vol. 51(1), pages 83-108, April.
  15. Roger Lagunoff (Georgetown University), 2005. "Markov Equilibrium in Models of Dynamic Endogenous Political Institutions," Working Papers gueconwpa~05-05-07, Georgetown University, Department of Economics.
  16. Felix Kubler & Herakles Polemarchakis, 2004. "Stationary Markov equilibria for overlapping generations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 623-643, October.
  17. Mitri Kitti, 2013. "Subgame Perfect Equilibria in Discounted Stochastic Games," Discussion Papers 87, Aboa Centre for Economics.
  18. He, Wei & Sun, Yeneng, 2017. "Stationary Markov perfect equilibria in discounted stochastic games," Journal of Economic Theory, Elsevier, vol. 169(C), pages 35-61.
  19. Yehuda (John) Levy, 2012. "A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions," Discussion Paper Series dp612, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  20. Yehuda Levy, 2015. "Existence of SPE in Discounted Stochastic Games; Revisited and Simplified," Economics Series Working Papers 739, University of Oxford, Department of Economics.
  21. Chakrabarti, S. K., 1999. "Finite and infinite action dynamic games with imperfect information1," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 243-266, October.
  22. Rida Laraki & A.P. Maitra & William Sudderth, 2005. "Two -person zero-sum stochastic games with semicontinuous payoff," Working Papers hal-00243014, HAL.
  23. Guilherme Carmona, 2002. "Monetary trading: an optimal exchange system," Nova SBE Working Paper Series wp420, Universidade Nova de Lisboa, Nova School of Business and Economics.
  24. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2014. "A constructive study of Markov equilibria in stochastic games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 150(C), pages 815-840.
  25. Chakrabarti, Subir K., 2003. "Pure strategy Markov equilibrium in stochastic games with a continuum of players," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 693-724, September.
  26. K. C. Sivakumar & M. S. Gowda & G. Ravindran & Usha Mohan, 2020. "Preface: International conference on game theory and optimization, June 6–10, 2016, Indian Institute of Technology Madras, Chennai, India," Annals of Operations Research, Springer, vol. 287(2), pages 565-572, April.
  27. János Flesch & P. Jean-Jacques Herings & Jasmine Maes & Arkadi Predtetchinski, 2022. "Individual upper semicontinuity and subgame perfect $$\epsilon $$ ϵ -equilibria in games with almost perfect information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 695-719, April.
  28. Jian Yang, 2017. "A link between sequential semi-anonymous nonatomic games and their large finite counterparts," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(2), pages 383-433, May.
  29. Flesch, Janos & Herings, P. Jean-Jacques & Maes, Jasmine & Predtetchinski, Arkadi, 2019. "Individual upper semicontinuity and subgame perfect ϵ-equilibria in games with almost perfect information," Research Memorandum 002, Maastricht University, Graduate School of Business and Economics (GSBE).
  30. Barelli, Paulo & Duggan, John, 2014. "A note on semi-Markov perfect equilibria in discounted stochastic games," Journal of Economic Theory, Elsevier, vol. 151(C), pages 596-604.
  31. Eilon Solan, 2018. "The modified stochastic game," International Journal of Game Theory, Springer;Game Theory Society, vol. 47(4), pages 1287-1327, November.
  32. Anna Jaśkiewicz & Andrzej S. Nowak, 2016. "Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 430-441, May.
  33. Qingda Wei & Xian Chen, 2021. "Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs," Dynamic Games and Applications, Springer, vol. 11(4), pages 835-862, December.
  34. Jian Yang, 2021. "Analysis of Markovian Competitive Situations Using Nonatomic Games," Dynamic Games and Applications, Springer, vol. 11(1), pages 184-216, March.
  35. He, Wei & Sun, Yeneng, 2015. "Dynamic Games with Almost Perfect Information," MPRA Paper 63345, University Library of Munich, Germany.
  36. Roger Lagunoff, 2004. "The Dynamic Reform of Political Institutions," Econometric Society 2004 Latin American Meetings 47, Econometric Society.
  37. Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.
  38. Subir K. Chakrabarti, 2021. "Stationary equilibrium in stochastic dynamic models: Semi-Markov strategies," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(2), pages 177-194, October.
  39. Ashok P. Maitra & William D. Sudderth, 2007. "Subgame-Perfect Equilibria for Stochastic Games," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 711-722, August.
  40. Duggan, John & Kalandrakis, Tasos, 2012. "Dynamic legislative policy making," Journal of Economic Theory, Elsevier, vol. 147(5), pages 1653-1688.
  41. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2013. "Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information," Dynamic Games and Applications, Springer, vol. 3(2), pages 187-206, June.
  42. Jian Yang, 2015. "A Link between Sequential Semi-anonymous Nonatomic Games and their Large Finite Counterparts," Papers 1510.06809, arXiv.org, revised Jun 2016.
  43. Jenkins, Mark & Liu, Paul & Matzkin, Rosa L. & McFadden, Daniel L., 2021. "The browser war — Analysis of Markov Perfect Equilibrium in markets with dynamic demand effects," Journal of Econometrics, Elsevier, vol. 222(1), pages 244-260.
  44. John Duggan, 2012. "Noisy Stochastic Games," RCER Working Papers 570, University of Rochester - Center for Economic Research (RCER).
  45. Anna Jaśkiewicz & Andrzej Nowak, 2015. "On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(2), pages 169-179, April.
  46. Escobar, Juan F., 2013. "Equilibrium analysis of dynamic models of imperfect competition," International Journal of Industrial Organization, Elsevier, vol. 31(1), pages 92-101.
  47. Wei He & Yeneng Sun, 2015. "Dynamic Games with Almost Perfect Information," Papers 1503.08900, arXiv.org.
  48. Jian Yang, 2015. "Analysis of Markovian Competitive Situations using Nonatomic Games," Papers 1510.06813, arXiv.org, revised Apr 2017.
  49. János Flesch & Arkadi Predtetchinski, 2020. "Parameterized games of perfect information," Annals of Operations Research, Springer, vol. 287(2), pages 683-699, April.
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