Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
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Cites work
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- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3400017 (Why is no real title available?)
- A Further Generalization of the Kakutani Fixed Point Theorem, with Application to Nash Equilibrium Points
- A class of risk-sensitive noncooperative games
- A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
- A multigenerational game model to analyze sustainable development
- A stochastic multigeneration game for global climate change impact assessment
- Adaptive Markov control processes
- An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
- Average optimality for risk-sensitive control with general state space
- Axiomatization and Measurement of Quasi-Hyperbolic Discounting *
- Consumption-Savings Decisions with Quasi-Geometric Discounting
- Continuous stochastic games of capital accumulation with convex transitions
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Discounted linear exponential quadratic Gaussian control
- Discounted stochastic games
- Discounted stochastic games with no stationary Nash equilibrium: two examples
- Dynamic Choices of Hyperbolic Consumers
- Dynamic allocation in a altruistic overlapping generations economy
- Dynamic equilibria in multigeneration stochastic games
- Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games
- Elimination of randomization in statistical decision theory reconsidered
- Ergodicity for Infinite Dimensional Systems
- Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games
- Existence of perfect equilibria in a class of multigenerational stochastic games of capital accumulation
- Existence of stationary equilibrium strategies in non-zero sum discounted stochastic games with uncountable state space and state-independent transitions
- Game theory
- Invariant Distributions and the Limiting Behavior of Markovian Economic Models
- Markov equilibria of stochastic games with complementarities
- Markov perfect equilibrium. I: Observable actions
- Markovian equilibrium in a class of stochastic games: Existence theorems for discounted and undiscounted models
- Measurable selections of extrema
- Minimizing a Submodular Function on a Lattice
- Nash equilibria of risk-sensitive nonlinear stochastic differential games
- Noisy stochastic games
- Nonatomic total rewards Markov decision processes with multiple criteria
- On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points
- On a noncooperative stochastic game played by internally cooperating generations
- On perfect equilibria in stochastic models of growth with intergenerational altruism
- On stochastic games in economics
- On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
- Risk Aversion in the Small and in the Large
- Risk-Sensitive Markov Decision Processes
- Risk-sensitive dynamic market share attraction games
- Small noise methods for risk-sensitive/robust economies
- Stationary Markov Equilibria
- Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
- Stationary equilibria in discounted stochastic games with weakly interacting players
- Stationary monetary equilibria in overlapping generations models with incomplete markets
- Stochastic finance. An introduction in discrete time
- Stochastic optimal control. The discrete time case
- Stochastic stability in monotone economies
- Strategic intergenerational bequests with stochastic convex production
- Subgame-Perfect Equilibria for Stochastic Games
- The Existence of Perfect Equilibria in a Model of Growth with Altruism between Generations
- The Existence of Subgame-Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Case for Public Randomization
Cited in
(24)- Indeterminacy of stationary equilibrium in stochastic overlapping generations models
- Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
- Non-paternalistic intergenerational altruism revisited
- Comparative Dynamics and Risk Premia in an Overlapping Generations Model
- Stationary Markov perfect equilibria in discounted stochastic games
- A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
- Markov decision processes with quasi-hyperbolic discounting
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Zero-sum risk-sensitive stochastic games
- Robust Markov perfect equilibria
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
- Stationary Markov equilibria for overlapping generations
- Extremal choice equilibrium with applications to large games, stochastic games, \& endogenous institutions
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
- Perfect information games where each player acts only once
- Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies
- Stochastic bequest games
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
- Markov-perfect equilibria in intergenerational games with consistent preferences
- Markov perfect equilibria in OLG models with risk sensitive agents
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