A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
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Publication:298297
DOI10.1007/S13235-015-0171-1zbMath1348.91021OpenAlexW3125443450MaRDI QIDQ298297
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/s13235-015-0171-1
approximationstochastic gameshyperbolic discountingcomputationconstructive methodsshort-memory (Markov) equilibriasupermodular games
Dynamic programming (90C39) Economic growth models (91B62) Stochastic games, stochastic differential games (91A15)
Related Items (5)
Preface: Special issue on dynamic games in macroeconomics ⋮ A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games ⋮ Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting ⋮ Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting ⋮ On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
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