Genericity and Markovian Behavior in Stochastic Games

DOI10.1111/1468-0262.00156MaRDI QIDQ4530985zbMATH OpenOpenAlexFDO

Authors Hans Haller, Roger Lagunoff

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00156

zbMATH Keywords

stochastic gamesgenericityMarkov perfect equilibria

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Recommendations

• Markov equilibria in discounted stochastic games
• Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games
• A theory of regular Markov perfect equilibria in dynamic stochastic games: genericity, stability, and purification
• Markov perfect equilibria in repeated asynchronous choice games
• Stationary Markov perfect equilibria in discounted stochastic games

Cited in

(13)

• Uniqueness of stationary equilibrium payoffs in coalitional bargaining
• EQUILIBRIUM SELECTION IN STOCHASTIC GAMES
• Protocol invariance and the timing of decisions in dynamic games
• Identification and estimation of sequential games of incomplete information with multiple equilibria
• Markov perfect equilibrium. I: Observable actions
• Dynamic pricing with uncertain production cost: an alternating-move approach
• Markov perfect equilibria in repeated asynchronous choice games
• Backward dynamics in economics. The inverse limit approach
• A game theoretic approach to option valuation under Markovian regime-switching models
• Global Newton method for stochastic games
• Multilateral negotiations and formation of coalitions
• A theory of regular Markov perfect equilibria in dynamic stochastic games: genericity, stability, and purification
• The Condorcet paradox revisited

This page was built for publication: Genericity and Markovian Behavior in Stochastic Games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530985)