On continuous-time Markov processes in bargaining

DOI10.1016/J.ECONLET.2008.02.009zbMATH Open1255.91152OpenAlexW1990418003MaRDI QIDQ1934868FDOQ1934868

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

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zbMATH Keywords

Markov processbargainingNash bargaining solutionnegotiationsubgame perfect equilibriumalternating offers

Mathematics Subject Classification ID

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

Cites Work

• Perfect Equilibrium in a Bargaining Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Two-Person Cooperative Games
• Nonsymmetric Nash solutions and replications of 2-person bargaining
• Title not available (Why is that?)
• A Stochastic Model of Sequential Bargaining with Complete Information
• Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model
• A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
• Alternating offers in economic environments
• Bargaining games with a random sequence of who makes the offers

Cited In (4)

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

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