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Correlated equilibrium in stochastic games
Solan, Eilon; Vieille, Nicolas - 1998
Persistent link: https://www.econbiz.de/10000993871
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Quantal Response Equilibrium : A Stochastic Theory of Games
Goeree, Jacob K. - 2016
Quantal Response Equilibrium presents a stochastic theory of games that unites probabilistic choice models developed in … psychology and statistics with the Nash equilibrium approach of classical game theory. Nash equilibrium assumes precise and … is not perfectly predictable. In contrast, QRE models choice behavior as probabilistic and extends classical game theory …
Persistent link: https://www.econbiz.de/10014482331
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Euler-Lagrange equations of stochastic differential games : application to a game of a productive asset
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: Economic theory : official journal of the Society for … 59 (2015) 1, pp. 61-108
Persistent link: https://www.econbiz.de/10011374029
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Robust stochastic stability
Alós-Ferrer, Carlos; Netzer, Nick - In: Economic theory : official journal of the Society for … 58 (2015) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10011376076
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Penalty-regulated dynamics and robust learning procedures in games
Coucheney, Pierre; Gaujal, Bruno; Mertikopoulos, Panayotis - In: Mathematics of operations research 40 (2015) 3, pp. 611-633
Persistent link: https://www.econbiz.de/10011338699
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On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Mathematical methods of operations research 81 (2015) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
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Robust stochastic stability
Ferrer-Alós, Carlos; Netzer, Nick - 2014 - Revised version, January 2014
A strategy profile of a game is called robustly stochastically stable if it is stochastically stable for a given behavioral model independently of the specification of revision opportunities and tie-breaking assumptions in the dynamics. We provide a simple radius-coradius result for robust...
Persistent link: https://www.econbiz.de/10010354639
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Stochastic cake division protocol
Mazalov, Vladimir V.; Nosalskaya, Tatyana E.; Tokareva, … - In: International game theory review 16 (2014) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10010385625
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Robust non-zero-sum stochastic differential reinsurance game
Pun, Chi Seng; Wong, Hoi Ying - In: Insurance / Mathematics & economics 68 (2016), pp. 169-177
Persistent link: https://www.econbiz.de/10011492656
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Robust Non-Zero-Sum Stochastic Differential Investment-Reinsurance Game
Pun, Chi Seng - 2017
This paper considers the non-zero-sum stochastic differential game problem between two ambiguity-averse insurers (AAIs) who encounter model uncertainty and seek the optimal investment and reinsurance decision under relative performance concerns. Each AAI invests in a risky asset and a risk-free...
Persistent link: https://www.econbiz.de/10012969836