Pure equilibria in a simple dynamic model of strategic market game
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References listed on IDEAS
- Karatzas, Ioannis & Shubik, Martin & Sudderth, William D., 1997.
"A strategic market game with secured lending,"
Journal of Mathematical Economics,
Elsevier, vol. 28(2), pages 207-247, September.
- Ioannis Karatzas & Martin Shubik & William D. Sudderth, 1995. "A Strategic Market Game With Secured Lending," Working Papers 95-03-037, Santa Fe Institute.
- Ioannis Karatzas & Martin Shubik & William D. Sudderth, 1995. "A Strategic Market Game with Secured Lending," Cowles Foundation Discussion Papers 1099, Cowles Foundation for Research in Economics, Yale University.
- Ioannis Karatzas & Martin Shubik & William D. Sudderth, 1994.
"Construction of Stationary Markov Equilibria in a Strategic Market Game,"
Mathematics of Operations Research,
INFORMS, vol. 19(4), pages 975-1006, November.
- Ioannis Karatzas & Martin Shubik & William D. Sudderth, 1992. "Construction of Stationary Markov Equilibria in a Strategic Market Game," Cowles Foundation Discussion Papers 1033, Cowles Foundation for Research in Economics, Yale University.
More about this item
KeywordsStochastic game; Constant-sum game; Pure stationary equilibrium; Finite strategy space; Strategic market game;
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