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Subgame-perfection in stochastic games with perfect information and recursive payoffs

Flesch, J.; Kuipers, Jeroen; Schoenmakers, G.; Vrieze, Koos - 2008

Persistent link: https://www.econbiz.de/10003921138

Subgame-perfection in quitting games with perfect information and differential equations

Solan, Eilon - 2002

Persistent link: https://www.econbiz.de/10001722358

Stochastic games of perfect information with continuous payoff dependence

Chakrabarti, Subir K. - 1992

Persistent link: https://www.econbiz.de/10000907835

Discounted stochastic games with no stationary Nash equilibrium : two examples

Levy, Yehuda John - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1973-2007

Persistent link: https://www.econbiz.de/10010232705

The asymptotic value in finite stochastic games

Oliu-Barton, Miquel - In: Mathematics of operations research 39 (2014) 3, pp. 712-721

Persistent link: https://www.econbiz.de/10010402961

Dynamic common agency

Bergemann, Dirk; Välimäki, Juuso - 1999

Persistent link: https://www.econbiz.de/10001396742

Dynamic common agency

Bergemann, Dirk; Välimäki, Juuso - In: Journal of economic theory 111 (2003) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10001775053

Dynamic Common Agency

Bergemann, Dirk; Valmaki, Juuso - 2003

We consider a general model of dynamic common agency with symmetric information. We focus on Markov perfect equilibria and characterize the equilibrium set for a refinement of the Markov perfect equilibria. Particular attention is given to the existence of a marginal contribution equilibrium...

Persistent link: https://www.econbiz.de/10014191314

Global Newton method for stochastic games

Govindan, Srihari (contributor); Wilson, Robert (contributor) - 2008

Persistent link: https://www.econbiz.de/10003719289

Stochastic games on a product state space

Flesch, János; Schoenmakers, Gijs; Vrieze, Koos - In: Mathematics of operations research 33 (2008) 2, pp. 403-420

Persistent link: https://www.econbiz.de/10003732448

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