Oblivious equilibrium for general sfoehastfc games with many players

45th Annual Allerton Conference on Communication, Control, and Computing 2007

Volumn 2, Issue , 2007, Pages 892-896

  Abhishek, Vineet ^a   Adlakha, Sachin ^a   Johari, Ramesh ^a   Weintraub, Gabriel ^b  

^a Stanford University   (United States)

^b The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GAME THEORY;

INDUSTRY DYNAMICS; MARKOV PERFECT EQUILIBRIUM; OPTIMAL ACTIONS; SOLUTION CONCEPTS; STANDARD SOLUTIONS; STOCHASTIC GAME;

STOCHASTIC SYSTEMS;

EID: 79953158828     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. L. S. Shapley, "Stochastic games, " Proceeding of the National Academy of Sciences, 39, pp. 1095-1100, 1953.
2. A. Pakes and P. McGuire, "Computing Markov-perfect Nash equilibria: Numerical implications of a dynamic differentiated product model, " RAND Journal of Economics 25(4), pp. 555-589, 1994.
3. A. Pakes and P. McGuire, "Stochastic algorithms, symmetric Markov perfect equilibrium, and the curse of dimensionality, " Econometrica 69(5), pp. 1261-1281, 2001.
4. R. Ericson and A. Pakes, "Markov-perfect industry dynamics: A frame-work for empirical work, " Review of Economic Studies 62(1), pp. 53-82, 1995.
5. G. Y. Weintraub, L. c. Benkard, and B. Van Roy, "Markov perfect industry dynamics with many firms, " submitted for publication.