A note on the Markov perfect equilibrium of a linear--quadratic alternating-move game

DOI10.1016/S0165-1765(97)81879-4zbMath0904.90180OpenAlexW2053282509WikidataQ127125289 ScholiaQ127125289MaRDI QIDQ1127376

Sau-Him Paul Lau

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)81879-4

zbMATH Keywords

linear-quadratic alternating-move game

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Related Items (2)

Dynamic pricing with uncertain production cost: an alternating-move approach ⋮ Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games

Cites Work

• A Theory of Dynamic Oligopoly, I: Overview and Quantity Competition with Large Fixed Costs
• A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles
• Multiperiod Decision Models with Alternating Choice as a Solution to the Duopoly Problem

This page was built for publication: A note on the Markov perfect equilibrium of a linear--quadratic alternating-move game