Anonymous sequential games: Existence and characterization of equilibria

DOI10.1007/BF01212329zbMath0835.90140MaRDI QIDQ1893791

Yanyan Li

Publication date: 13 July 1995

Published in: Economic Theory (Search for Journal in Brave)

zbMATH Keywords

aggregate uncertaintyanonymous sequential gamesMarkov representations of the equilibria

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (10)

A link between sequential semi-anonymous nonatomic games and their large finite counterparts ⋮ Discrete-time ergodic mean-field games with average reward on compact spaces ⋮ Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk ⋮ Pure strategy Markov equilibrium in stochastic games with a continuum of players. ⋮ Efficiency and information aggregation in large uniform-price auctions ⋮ Total reward semi-Markov mean-field games with complementarity properties ⋮ Stationary anonymous sequential games with undiscounted rewards ⋮ Analysis of Markovian competitive situations using nonatomic games ⋮ Equilibria of dynamic games with many players: existence, approximation, and market structure ⋮ Competitive equilibria of economies with a continuum of consumers and aggregate shocks

Cites Work

• Unnamed Item
• Unnamed Item
• An expository note on individual risk without aggregate uncertainty
• On a theorem of Schmeidler
• Anonymous sequential games
• A characterization of sequential equilibrium strategies in infinitely repeated incomplete information games
• Anonymous sequential games with aggregate uncertainty
• Selection and the Evolution of Industry
• Entry, Exit, and firm Dynamics in Long Run Equilibrium

This page was built for publication: Anonymous sequential games: Existence and characterization of equilibria