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Solving Continuous-Time Markov-Perfect Nash Equilibria

  • Uli Doraszelski
  • Kenneth L. Judd

We explore methods for solving continuous-time, finite-state dynamic games, and document the advantages of such models over comparable discrete-time models. In particular, continuous-time models are more flexible since they avoid lumpiness in time, and computational methods for continuous-time models avoid a curse of dimensionality that arises in discrete-time models.

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2004 with number 181.

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Date of creation: 11 Aug 2004
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Handle: RePEc:sce:scecf4:181
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