Computational methods for oblivious equilibrium

DOI10.1287/OPRE.1090.0790MaRDI QIDQ3098318zbMATH OpenOpenAlexFDO

Authors Gabriel Y. Weintraub, C. Lanier Benkard, Benjamin Van Roy

Publication date 17 November 2011

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.1090.0790

zbMATH Keywords

dynamic programminggroup decisionstochastic games

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(9)

• A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
• Equilibrium with computationally constrained agents
• Optimizing over pure stationary equilibria in consensus stopping games
• Computing Equilibria with Partial Commitment
• Pricing of fluctuations in electricity markets
• Markov Perfect Industry Dynamics With Many Firms
• On oblivious PTAS's for nash equilibrium
• Statistical estimation of mean-field equilibria in a class of discounted mean-field games
• Time-varying discrete-time mean-field games under a discounted criterion

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