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Markov Perfect Equilibria in Stochastic Revision Games

Abstract : We introduce the model of Stochastic Revision Games where a finite set of players control a state variable and receive payoffs as a function of the state at a terminal deadline. There is a Poisson clock which dictates when players are called to choose of revise their actions. This paper studies the existence of Markov perfect equilibria in those games. We give an existence proof assuming some form of correlation.
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Preprints, Working Papers, ...
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https://hal-hec.archives-ouvertes.fr/hal-02002783
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, January 31, 2019 - 8:17:10 PM
Last modification on : Saturday, June 25, 2022 - 10:56:26 AM

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  • HAL Id : hal-02002783, version 1

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Stefano Lovo, Tristan Tomala. Markov Perfect Equilibria in Stochastic Revision Games. 2015. ⟨hal-02002783⟩

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