Solving Continuous-Time Markov-Perfect Nash Equilibria
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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|Date of creation:||11 Aug 2004|
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|Contact details of provider:|| Web page: http://comp-econ.org/Email: |
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