Genericity and Markovian Behavior in Stochastic Games

DOI10.1111/1468-0262.00156zbMATH Open1020.91007OpenAlexW2032115841MaRDI QIDQ4530985FDOQ4530985

Roger Lagunoff, Hans Haller

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)

Cited In (12)

• 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
• The Condorcet paradox revisited
• Uniqueness of stationary equilibrium payoffs in coalitional bargaining

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