How to do comparative dynamics on the back of an envelope for open-loop Nash equilibria in differential game theory

DOI10.1002/OCA.2264zbMATH Open1370.49033OpenAlexW2478745965MaRDI QIDQ5280138FDOQ5280138

Authors: Michael R. Caputo, Chen Ling 

Publication date: 20 July 2017

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2264

Recommendations

• The intrinsic comparative dynamics of locally differentiable feedback Nash equilibria of autonomous and exponentially discounted infinite horizon differential games
• Comparative Dynamics and Envelope Theorems of Open-Loop Stackelberg Equilibria in Differential Games
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• Comparative dynamics in differential games: a note on the differentiability of solutions
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zbMATH Keywords

differential gamescomparative dynamicsopen-loop Nash equilibria

Mathematics Subject Classification ID

Applications of game theory (91A80) Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Actuarial science and mathematical finance (91G99)

Cites Work

• Capacity Investment, Preemption and Commitment in an Infinite Horizon Model
• Capital accumulation games of infinite duration
• The envelope theorem for locally differentiable Nash equilibria of finite horizon differential games
• Using Full Duality to Show that Simultaneously Additive Direct and Indirect Utilities Implies Unitary Price Elasticity of Demand
• Foundations of Dynamic Economic Analysis
• Oligopoly Extraction of a Common Property Natural Resource: The Importance of the Period of Commitment in Dynamic Games
• How to do comparative dynamics on the back of an envelope in optimal control theory
• A qualitative characterization of symmetric open-loop Nash equilibria in discounted infinite horizon differential games
• On the saddle-point stability for a class of dynamic games
• Comparative Dynamics via Envelope Methods in Variational Calculus
• The intrinsic comparative dynamics of locally differentiable feedback Nash equilibria of autonomous and exponentially discounted infinite horizon differential games
• Fundamental symmetries and qualitative properties in the adjustment cost model of the firm

Cited In (8)

• The intrinsic comparative dynamics of locally differentiable feedback Nash equilibria of autonomous and exponentially discounted infinite horizon differential games
• The envelope theorem and comparative statics of Nash equilibria
• How to do comparative dynamics on the back of an envelope in optimal control theory
• The envelope theorem for locally differentiable Nash equilibria of finite horizon differential games
• The envelope theorem for locally differentiable Nash equilibria of discounted and autonomous infinite horizon differential games
• Comparative dynamics in differential games: a note on the differentiability of solutions
• The qualitative properties of symmetric open-loop Nash equilibria in the state-control dynamic system in differential games
• Comparative Dynamics and Envelope Theorems of Open-Loop Stackelberg Equilibria in Differential Games

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