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Volumn 18, Issue 1, 2001, Pages 237-261

Numerical solution of dynamic oligopoly games with capital investment

Author keywords

Computational economics; Dynamic games; Numerical methods; Oligopoly

Indexed keywords


EID: 0035533743     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00004133     Document Type: Article
Times cited : (23)

References (16)
  • 3
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    • Basar, T. (ed.). New York: Springer
    • 3. Basar, T.: A tutorial on dynamic and differential games. In: Basar, T. (ed.) Dynamic games and applications in economics. New York: Springer 1986
    • (1986) Dynamic Games and Applications in Economics
    • Basar, T.1
  • 4
    • 0003787146 scopus 로고
    • Princeton, NJ: Princeton University Press
    • 4. Bellman, R.E.: Dynamic programming. Princeton, NJ: Princeton University Press 1957
    • (1957) Dynamic Programming
    • Bellman, R.E.1
  • 6
    • 38249009420 scopus 로고
    • Projection methods for solving aggregate growth models
    • 6. Judd, K.: Projection methods for solving aggregate growth models. Journal of Economic Theory 58, 410-452 (1992)
    • (1992) Journal of Economic Theory , vol.58 , pp. 410-452
    • Judd, K.1
  • 9
    • 0000648490 scopus 로고
    • Quantity recommitment and bertrand competition yield Cournot outcomes
    • 9. Kreps. D., Scheinkman. J.: Quantity recommitment and Bertrand competition yield Cournot outcomes. Bell Journal of Economics 14, 326-337 (1983)
    • (1983) Bell Journal of Economics , vol.14 , pp. 326-337
    • Kreps, D.1    Scheinkman, J.2
  • 11
    • 0002181032 scopus 로고    scopus 로고
    • Numerical solution strategies for the nonlinear rational expectations commodity storage model
    • 11. Miranda, M.: Numerical solution strategies for the nonlinear rational expectations commodity storage model. Computational Economics 11, 71-87 (1998)
    • (1998) Computational Economics , vol.11 , pp. 71-87
    • Miranda, M.1
  • 12
    • 0031590030 scopus 로고    scopus 로고
    • Maximum likelihood estimation of the nonlinear rational expectations asset pricing models
    • 12. Miranda, M., Rui, X.: Maximum likelihood estimation of the nonlinear rational expectations asset pricing models. Journal of Economic Dynamics and Control 21, 1493-1510 (1997)
    • (1997) Journal of Economic Dynamics and Control , vol.21 , pp. 1493-1510
    • Miranda, M.1    Rui, X.2
  • 13
    • 0007043795 scopus 로고
    • Applications of dynamic game theory in macroeconomics
    • Basar, T. (ed.). Berlin Heidelberg New York: Springer
    • 13. Pohjola, M.: Applications of dynamic game theory in macroeconomics. In: Basar, T. (ed.) Dynamic games and applications in economics. Berlin Heidelberg New York: Springer 1986
    • (1986) Dynamic Games and Applications in Economics
    • Pohjola, M.1
  • 16
    • 21444432922 scopus 로고    scopus 로고
    • Solving nonlinear dynamic games via orthogonal collocation: An application to international commodity markets
    • 16. Rui, X., Miranda, M.: Solving nonlinear dynamic games via orthogonal collocation: an application to international commodity markets. Annals of Operations Research 68, 89-108 (1996)
    • (1996) Annals of Operations Research , vol.68 , pp. 89-108
    • Rui, X.1    Miranda, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.