Construction of Stationary Markov Equilibria in a Strategic Market Game
DOI10.1287/MOOR.19.4.975zbMATH Open0822.90145OpenAlexW2100915692WikidataQ110908642 ScholiaQ110908642MaRDI QIDQ4698109FDOQ4698109
Authors: Ioannis Karatzas, Martin Shubik, William D. Sudderth 
Publication date: 10 October 1995
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1033.pdf
Recommendations
one-agent, infinite-horizon optimizationstationary noncooperative equilibriastationary noncooperative or competitive equilibrium
Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Trade models (91B60)
Cited In (25)
- Open and closed loop Nash equilibria in games with a continuum of players
- An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
- Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk
- Title not available (Why is that?)
- Common resources, optimality and taxes in dynamic games with increasing number of players
- Selecting a unique competitive equilibrium with default penalties
- Endogenizing the provision of money: costs of commodity and fiat monies in relation to the value of trade
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Strategic market games: an introduction.
- Stationarity without degeneracy in a model of commodity money
- \(n\)-person dynamic strategic market games
- Inflationary equilibrium in a stochastic economy with independent agents
- Pure equilibria in a simple dynamic model of strategic market game
- A strategic market game with secured lending
- Randomized stopping games and Markov market games
- A strategic market game with active bankruptcy
- Breaking the circular flow: a dynamic programming approach to Schumpeter
- Trade with assignats or landbank money: Equilibria in a finite-person strategic market game
- Stationary anonymous sequential games with undiscounted rewards
- Some dynamics of a strategic market game with a large number of agents
- A Mean Field Game of Optimal Stopping
- Comparative advantage with many goods: new treatment and results
- Sufficiency of an outside bank and a default penalty to support the value of fiat money: experimental evidence
- Strategic market games with cyclic endowments
- Competitive equilibria of economies with a continuum of consumers and aggregate shocks
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