Markov perfect Nash equilibria in models with a single capital stock
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Publication:403712
DOI10.1007/S00199-014-0805-3zbMATH Open1304.91036OpenAlexW1792899268MaRDI QIDQ403712FDOQ403712
Authors: Engelbert J. Dockner, Florian Wagener 
Publication date: 29 August 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2006/dockner_wagener_2006.pdf?1417181910443
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Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dynamic games (91A25)
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Cited In (34)
- Dynamic oligopoly with sticky prices: off-steady-state analysis
- Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset
- Capital accumulation games of infinite duration
- Selection of a Markov perfect Nash equilibrium in a class of differential games
- Do multiple Nash equilibria in Markov strategies mitigate the tragedy of the commons?
- Markov interactions in a class of dynamic games
- Non-linear strategies in a linear quadratic differential game
- Geometrical methods for analyzing the optimal management of tipping point dynamics
- Characterization of nonsmooth perfect Nash equilibria in a class of differential games
- A PSEUDO "FOLK" THEOREM IN THE STRATEGIC PROVISION OF STOCK EXTERNALITIES
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