A note on the Markov perfect equilibrium of a linear--quadratic alternating-move game

DOI10.1016/S0165-1765(97)81879-4MaRDI QIDQ1127376zbMATH OpenOpenAlexWikidataFDO

Authors Sau-Him Paul Lau

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)81879-4

zbMATH Keywords

linear-quadratic alternating-move game

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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• Markov perfect equilibrium. I: Observable actions
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Cites work

• A Theory of Dynamic Oligopoly, I: Overview and Quantity Competition with Large Fixed Costs
• A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles
• Multiperiod Decision Models with Alternating Choice as a Solution to the Duopoly Problem

Cited in

(3)

• Solution of multi-player linear-quadratic alternating-move games and its application to the timing pattern of wage adjustment
• Dynamic pricing with uncertain production cost: an alternating-move approach
• Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games

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