Dynamic Potential Games: The Discrete-Time Stochastic Case

被引:17
|
作者
Gonzalez-Sanchez, David [1 ]
Hernandez-Lerma, Onesimo [2 ]
机构
[1] SEPI ESE IPN, Mexico City 11340, DF, Mexico
[2] IPN, CINVESTAV, Dept Math, Mexico City 07000, DF, Mexico
关键词
Dynamic games; Euler equation; Potential games; Nash equilibrium; Pareto solution; CORRELATED EQUILIBRIUM;
D O I
10.1007/s13235-014-0105-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper concerns a class of nonstationary discrete-time stochastic noncooperative games. Our goals are threefold. First, we give conditions to find Nash equilibria by means of the Euler equation approach. Second, we identify subclasses of dynamic potential games. Finally, within one of this subclasses, we identify a further subclass for which Nash equilibria are also Pareto (or cooperative) solutions.
引用
收藏
页码:309 / 328
页数:20
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