Recursive Lexicographical Search: Finding All Markov Perfect Equilibria of Finite State Directional Dynamic Games

DOI10.1093/RESTUD/RDV046zbMath1405.91023OpenAlexW2302936793WikidataQ121581283 ScholiaQ121581283MaRDI QIDQ4610785

John Rust, Bertel Schjerning, Fedor Iskhakov

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://bschjerning.com/papers/rls.pdf

zbMATH Keywords

multiple equilibriadynamic gamesMarkov perfect equilibriumsubgame perfect equilibriumpartial ordersdirected acyclic graphssuccessor function\(d\)-subgamesdirectional dynamic gamesgeneralized stage gamesrecursive lexicographic search algorithmstate recursionvariable-base arithmetic

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20) Special types of economic markets (including Cournot, Bertrand) (91B54) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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