Avoiding the curse of dimensionality in dynamic stochastic games

DOI10.3982/QE153zbMath1419.91066OpenAlexW2100324777MaRDI QIDQ4645398

Kenneth L. Judd, Ulrich Doraszelski

Publication date: 10 January 2019

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe153

zbMATH Keywords

numerical methodsMarkov perfect equilibriumcontinuous timedynamic stochastic games

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time games (91A50) Stochastic games, stochastic differential games (91A15)

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