Markov Perfect Equilibrium Existence for a Class of Undiscounted Infinite-Horizon Dynamic Games
dc.contributor.author | Garcia, A. | en_US |
dc.contributor.author | Smith, Robert L. | en_US |
dc.date.accessioned | 2006-09-11T15:46:31Z | |
dc.date.available | 2006-09-11T15:46:31Z | |
dc.date.issued | 2000-08 | en_US |
dc.identifier.citation | Garcia, A.; Smith, R. L.; (2000). "Markov Perfect Equilibrium Existence for a Class of Undiscounted Infinite-Horizon Dynamic Games." Journal of Optimization Theory and Applications 106(2): 421-429. <http://hdl.handle.net/2027.42/45191> | en_US |
dc.identifier.issn | 0022-3239 | en_US |
dc.identifier.issn | 1573-2878 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/45191 | |
dc.description.abstract | We prove the existence of Markov perfect equilibria (MPE) for nonstationary undiscounted infinite-horizon dynamic games with alternating moves. A suitable finite-horizon equilibrium relaxation, the ending state constrained MPE, captures the relevant features of an infinite-horizon MPE for a long enough horizon, under a uniformly bounded reachability assumption. | en_US |
dc.format.extent | 167040 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Kluwer Academic Publishers-Plenum Publishers; Plenum Publishing Corporation ; Springer Science+Business Media | en_US |
dc.subject.other | Average Reward | en_US |
dc.subject.other | Engineering, General | en_US |
dc.subject.other | Dynamic Games | en_US |
dc.subject.other | Applications of Mathematics | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Theory of Computation | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Operation Research/Decision Theory | en_US |
dc.subject.other | Infinite Horizon | en_US |
dc.subject.other | Alternating Moves | en_US |
dc.title | Markov Perfect Equilibrium Existence for a Class of Undiscounted Infinite-Horizon Dynamic Games | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan | en_US |
dc.contributor.affiliationother | The Brattle Group, Washington, DC | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/45191/1/10957_2004_Article_224678.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1023/A:1004663800322 | en_US |
dc.identifier.source | Journal of Optimization Theory and Applications | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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