Solving nonlinear dynamic games via orthogonal collocation: An application to international commodity markets

DOI10.1007/BF02205450zbMath0867.90136MaRDI QIDQ2365105

Xiongwen Rui, Mario J. Miranda

Publication date: 4 February 1997

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

rational expectations equilibriumstochastic simulationnonlinear stochastic dynamic difference gamesorthogonal polynomial collocation techniques

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Multistage and repeated games (91A20)

Related Items (1)

Inventories, market structure, and price volatility

Cites Work

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• Dynamic noncooperative game theory
• Projection methods for solving aggregate growth models

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