RT Generic
T1 Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System
A1 Josa-Fombellida, Ricardo
A1 Rincón-Zapatero, Juan Pablo
A2 Universidad Carlos III de Madrid. Departamento de Economía, 
AB This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochasticdifferential games by means of a set of Generalized Euler Equations. Necessary and sufficientconditions are given.
SN 2340-5031
YR 2008
FD 2008-11
LK https://hdl.handle.net/10016/3242
UL https://hdl.handle.net/10016/3242
LA eng
DS e-Archivo
RD 20 may. 2024