A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games

DOI10.1016/j.jmaa.2017.07.018zbMath1414.91043OpenAlexW2734682742MaRDI QIDQ2401830

Łukasz Woźny, Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak

Publication date: 5 September 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.07.018

zbMATH Keywords

Markov perfect equilibriumstochastic gamenon-stationary bequest game

Mathematics Subject Classification ID

Utility theory (91B16) Stochastic games, stochastic differential games (91A15)

Cites Work

• A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
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• Monotone Comparative Statics