A user's guide to solving dynamic stochastic games using the homotopy method

Operations Research

Volumn 58, Issue 4 PART 2, 2010, Pages 1116-1132

  Borkovsky, Ron N ^a   Doraszelski, Ulrich ^b   Kryukov, Yaroslav ^c  

^a UNIVERSITY OF TORONTO   (Canada)

^b HARVARD UNIVERSITY   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Dynamic stochastic games; Equilibrium correspondence; Game theory; Homotopy method; Industrial organization; Markov perfect equilibrium; Numerical methods

Indexed keywords

EQUILIBRIUM CORRESPONDENCE; HOMOTOPY METHOD; INDUSTRIAL ORGANIZATION; MARKOV-PERFECT EQUILIBRIUM; STOCHASTIC GAME;

INDUSTRIAL MANAGEMENT; NUMBER THEORY; NUMERICAL METHODS; STOCHASTIC SYSTEMS;

GAME THEORY;

EID: 77954256420     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1100.0843     Document Type: Article

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