On continuous-time Markov processes in bargaining

DOI10.1016/J.ECONLET.2008.02.009MaRDI QIDQ1934868zbMATH OpenOpenAlexFDO

Authors Harold Houba

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2008.02.009

zbMATH Keywords

alternating offersbargainingMarkov processNash bargaining solutionnegotiationsubgame perfect equilibrium

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
• A Stochastic Model of Sequential Bargaining with Complete Information
• Alternating offers in economic environments
• Bargaining games with a random sequence of who makes the offers
• scientific article; zbMATH DE number 54098 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 1323215 (Why is no real title available?)
• Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model
• Nonsymmetric Nash solutions and replications of 2-person bargaining
• Perfect Equilibrium in a Bargaining Model
• Two-Person Cooperative Games

Cited in

(4)

• A continuous-time model of bilateral bargaining
• ATTAINABLE CLAIMS IN A MARKOV MARKET
• Decision making of negotiation agents using markov chains
• Characterizations of the cumulative offer process

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