A strategic market game with active bankruptcy
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Publication:1590380
DOI10.1016/S0304-4068(00)00038-0zbMath0971.91013WikidataQ126634868 ScholiaQ126634868MaRDI QIDQ1590380
Martin Shubik, John D. Geanakoplos, Ioannis Karatzas, William D. Sudderth
Publication date: 26 October 2001
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Noncooperative games (91A10) Applications of game theory (91A80) Games with infinitely many players (91A07) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39)
Related Items (7)
Strategic market games: an introduction. ⋮ \(n\)-person dynamic strategic market games ⋮ On the consistency of stationary Markov equilibria with an exogenous distribution. ⋮ Inflationary equilibrium in a stochastic economy with independent agents ⋮ Strategic market games with cyclic endowments ⋮ Strategic behavior in financial markets ⋮ A strategic market game with active bankruptcy
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- An expository note on individual risk without aggregate uncertainty
- Some dynamics of a strategic market game with a large number of agents
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- A strategic market game with active bankruptcy
- Convergence of Dynamic Programming Models
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Construction of Stationary Markov Equilibria in a Strategic Market Game
- Discounted Dynamic Programming
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