| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP6756 |
| DP6756 On the Impact of Forward Contract Obligations in Multi-Unit Auctions | |
| Natalia Fabra; Maria-Angeles de Frutos | |
| 发表日期 | 2008-03-20 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple equilibria. We discuss the theory of the homotopy method and its implementation and present two detailed examples of dynamic stochastic games that are solved using this method. |
| 主题 | Industrial Organization |
| 关键词 | Computation Dynamic stochastic games Homotopy method Markov-perfect equilibrium |
| URL | https://cepr.org/publications/dp6756 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/535592 |
| 推荐引用方式 GB/T 7714 | Natalia Fabra,Maria-Angeles de Frutos. DP6756 On the Impact of Forward Contract Obligations in Multi-Unit Auctions. 2008. |
| 条目包含的文件 | 条目无相关文件。 | |||||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
