On the computation of value correspondences for dynamic games

DOI10.1007/S13235-015-0139-1zbMath1348.91061OpenAlexW1525051514MaRDI QIDQ298295

Şevin Yeltekin, Christopher Sleet

Publication date: 20 June 2016

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-015-0139-1

zbMATH Keywords

approximationdynamic gamescomputationvalue correspondences

Mathematics Subject Classification ID

Applications of game theory (91A80) Dynamic games (91A25) Multistage and repeated games (91A20)

Related Items (10)

Preface: Special issue on dynamic games in macroeconomics ⋮ A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states ⋮ The time-inconsistency problem of labor taxes and constitutional constraints ⋮ Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation ⋮ Elementary subpaths in discounted stochastic games ⋮ Conditional Markov equilibria in discounted dynamic games ⋮ Optimal monetary policy in a collateralized economy ⋮ Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment ⋮ Restricted feedback in long term relationships ⋮ Repeated moral hazard and recursive Lagrangeans

Cites Work

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• NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
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• Implications of Efficient Risk Sharing without Commitment

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