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

2008 ◽  
Author(s):  
Ron N. Borkovsky ◽  
Ulrich Doraszelski ◽  
Yaroslav (Steve) Kryukov
Keyword(s):  
Stochastic Games ◽  
Homotopy Method ◽  
Dynamic Stochastic

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

2010 ◽  
Vol 58 (4-part-2) ◽  
pp. 1116-1132 ◽  
Author(s):  
Ron N. Borkovsky ◽  
Ulrich Doraszelski ◽  
Yaroslav Kryukov
Keyword(s):  
Stochastic Games ◽  
Homotopy Method ◽  
Dynamic Stochastic

Dynamic stochastic games with random moves

2018 ◽  
Vol 17 (1) ◽  
pp. 59-79 ◽  
Author(s):  
Ulrich Doraszelski ◽  
Kenneth L. Judd
Keyword(s):  
Stochastic Games ◽  
Dynamic Stochastic

DYNAMIC STOCHASTIC GAMES OF RESOURCE ALLOCATION BETWEEN PRODUCTION AND CONSUMPTION

1999 ◽  
Vol 01 (02) ◽  
pp. 149-158 ◽  
Author(s):  
VICTOR DOMANSKY
Keyword(s):  
Resource Allocation ◽  
Nash Equilibria ◽  
Stochastic Games ◽  
Public Utility ◽  
Production Functions ◽  
Multistage Processes ◽  
Production And Consumption ◽  
Dynamic Stochastic

Controlled by several agents, multistage processes of resource allocation between production and consumption with random production functions are considered as non-cooperative dynamic stochastic games. For these games, the Nash Equilibria are constructed satisfying the criteria of maximisation of some kind of "public utility". Both finite and infinite horizons of planning are examined.

scholarly journals Avoiding the curse of dimensionality in dynamic stochastic games

10.3982/qe153 ◽  
2012 ◽  
Vol 3 (1) ◽  
pp. 53-93 ◽  
Author(s):  
Ulrich Doraszelski ◽  
Kenneth L. Judd
Keyword(s):  
Stochastic Games ◽  
Curse Of Dimensionality ◽  
Dynamic Stochastic
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