Computing equilibria in discounted dynamic games

DOI10.1016/J.AMC.2015.07.068MaRDI QIDQ668745zbMATHOpenAlexFDO

Authors Andriy Burkov, Brahim Chaib-draa

Publication date 19 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.07.068

zbMATH Keywords

game theoryautomatonrepeated gamesstochastic gamesMarkov chain gamessubgame-perfect equilibria

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Formal languages and automata (68Q45) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20) Dynamic games (91A25)

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Cited in

(11)

• Computing Equilibria of Dynamic Games
• On the equilibria of alternating move games
• Computing Equilibria with Partial Commitment
• Computing Stable Outcomes in Hedonic Games
• Not just an empty threat: subgame-perfect equilibrium in repeated games played by computationally bounded players
• On the computation of value correspondences for dynamic games
• Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example
• Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation
• Computing equilibria in dynamic models with occasionally binding constraints
• The complexity of infinitely repeated alternating move games
• A distributed algorithm to obtain repeated games equilibria with discounting

Describes a project that uses

Uses Software

• CPLEX
• OptimJ

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