Doraszelski, Ulrich; Escobar, Juan F. - In: Theoretical economics : TE ; an open access journal in … 14 (2019) 2, pp. 597-646
We characterize a class of dynamic stochastic games that we call separable dynamic games with noisy transitions and … model more robust. Our class of dynamic stochastic games includes investment games, R\&D races, models of industry dynamics …