A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method

被引：46

作者：

Borkovsky, Ron N. ^{[1
]}

Doraszelski, Ulrich ^{[2
]}

Kryukov, Yaroslav ^{[3
]}

机构：

[1] Univ Toronto, Rotman Sch Management, Toronto, ON M5S 3E6, Canada

[2] Harvard Univ, Dept Econ, Cambridge, MA 02138 USA

[3] Carnegie Mellon Univ, Tepper Sch Business, Pittsburgh, PA 15213 USA

来源：

OPERATIONS RESEARCH | 2010年 / 58卷 / 04期

基金：

美国国家科学基金会;

关键词：

GENERAL EQUILIBRIUM-MODEL; ALGORITHM; CODES; SUITE;

D O I：

10.1287/opre.1100.0843

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

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.

引用

页码：1116 / 1132

页数：17

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