Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games

DOI10.1016/0165-1889(94)90011-6zbMath0875.90348OpenAlexW2063110557MaRDI QIDQ5894575

Michel Roche, Alain B. Haurie

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90011-6

zbMATH Keywords

OligopolyEquilibriumDifferential gamesDiscrete-event dynamic programmingTurnpikes

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Other game-theoretic models (91A40) Stochastic games, stochastic differential games (91A15) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (2)

Markov perfect equilibria in multi-mode differential games with endogenous timing of mode transitions ⋮ Numerical analysis of Markov-perfect equilibria with multiple stable steady states: a duopoly application with innovative firms

Uses Software

• COLNEW
• COLSYS

Cites Work

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