Creator

• Cole, Harold Linh, 1957-
• Kocherlakota, Narayana Rao, 1963-

Series

• Working paper (Federal Reserve Bank of Minneapolis. Research Department)

Issue number

• 583

Date created

• 1997-07

Abstract

• We consider the large class of dynamic games in which each player's actions are unobservable to the other players, and each player's actions can influence a state variable that is unobservable to the other players. We develop an algorithm that solves for the subset of sequential equilibria in which equilibrium strategies are Markov in the privately observed state.

Subject (JEL)

• C63 - Computational Techniques; Simulation Modeling
• C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games

Related information

• Published in: Journal of Economic Theory (Vol. 98, No. 1, May 2001, pp. 114-126), https://doi.org/10.1006/jeth.2000.2695.

  An updated version was published as: Staff Report 254.

Date modified

• 05/08/2020

Corporate Author

• Federal Reserve Bank of Minneapolis. Research Department

Publisher

• Federal Reserve Bank of Minneapolis

Resource type

• Research Paper

DOI

•  https://doi.org/10.21034/wp.583

License

• Creative Commons BY-NC Attribution-NonCommercial 4.0 International

In Collection:

• Working Papers

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