A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method

DOI10.1287/opre.1100.0843zbMath1232.91035OpenAlexW2172232139MaRDI QIDQ3098305

Ron N. Borkovsky, Yaroslav Kryukov, Ulrich Doraszelski

Publication date: 17 November 2011

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

Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1031&context=bepp_papers

zbMATH Keywords

game theorynumerical methodshomotopy methodequilibrium correspondenceindustrial organizationMarkov-perfect equilibriumdynamic stochastic games

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (9)

Elementary subpaths in discounted stochastic games ⋮ Long-run market configurations in a dynamic quality-ladder model with externalities ⋮ On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach ⋮ Relative performance evaluation for dynamic contracts in a large competitive market ⋮ Computing equilibria for markets with constant returns production technologies ⋮ Symmetric Markovian games of commons with potentially sustainable endogenous growth ⋮ Optimizing over pure stationary equilibria in consensus stopping games ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications ⋮ On Markov Equilibria in Dynamic Inventory Competition

Uses Software

• HOMPACK90
• ADIFOR
• Gambit

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