Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies.
Lukasz BalbusAnna JaskiewiczAndrzej S. NowakPublished in: J. Optim. Theory Appl. (2015)
Keyphrases
- markov processes
- non stationary
- markov chain
- markov model
- game theoretic
- monte carlo
- fixed point
- stochastic process
- nash equilibria
- stochastic optimization
- markov process
- conditional independence
- stochastic nature
- real time
- growth model
- stochastic model
- long run
- cooperative
- stochastic processes
- nash equilibrium
- computational complexity
- case study