Oblivious equilibrium: A mean field approximation for large-scale dynamic games

Advances in Neural Information Processing Systems

Volumn , Issue , 2005, Pages 1489-1496

  Weintraub, Gabriel Y ^a   Benkard, Lanier ^a   Van Roy, Benjamin ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC PROBLEMS; LARGE-SCALE DYNAMICS; MEAN FIELD APPROXIMATION; NUMERICAL EXPERIMENTS; PERFORMANCE BOUNDS; STOCHASTIC DYNAMICS;

ECONOMICS;

EID: 62949115084     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

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2. R. L. Goettler, C. A. Parlour, and U. Rajan. Equilibrium in a dynamic limit order market. Forthcoming, Journal of Finance, 2004.
3. E. Maskin and J. Tirole. A theory of dynamic oligopoly, I and II. Econometrica, 56(3):549-570, 1988.
4. U. Doraszelski and M. Satterthwaite. Foundations of Markov-perfect industry dynamics: Existence, purification, and multiplicity. Working Paper, Hoover Institution, 2003.
5. G. Y. Weintraub, C. L. Benkard, and B. Van Roy. Markov perfect industry dynamics with many firms. Submitted ofr publication, 2005.
6. A. Pakes. A framework for applied dynamic analysis in i.o. NBER Working Paper 8024, 2000.