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

genericityMarkov perfect equilibriastochastic games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

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Cited in

(13)

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

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