Construction of Stationary Markov Equilibria in a Strategic Market Game

DOI10.1287/moor.19.4.975zbMath0822.90145OpenAlexW2100915692WikidataQ110908642 ScholiaQ110908642MaRDI QIDQ4698109

Ioannis Karatzas, William D. Sudderth, Martin Shubik

Publication date: 10 October 1995

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

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1033.pdf

zbMATH Keywords

one-agent, infinite-horizon optimizationstationary noncooperative equilibriastationary noncooperative or competitive equilibrium

Mathematics Subject Classification ID

Trade models (91B60) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

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