Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Steffen Eibelshäuser"'
Autor:
Steffen Eibelshäuser, Fabian Smetak
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3242d08d3c856df07c9992c920568db2
https://doi.org/10.2139/ssrn.4065547
https://doi.org/10.2139/ssrn.4065547
Publikováno v:
SSRN Electronic Journal.
This paper presents the logarithmic stochastic tracing procedure, a homotopy method for the computation and selection of stationary equilibria of any finite discounted stochastic game. It generalizes both the logarithmic tracing procedure (Harsanyi a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb0e671c6eaf5cc27de12465ce9599ae
https://doi.org/10.2139/ssrn.3748830
https://doi.org/10.2139/ssrn.3748830
Autor:
Steffen Eibelshäuser, David Poensgen
Publikováno v:
SSRN Electronic Journal.
dsGameSolver is based on the homotopy method developed in Eibelshaeuser and Poensgen (2019). It is the first program capable of computing a Markov perfect equilibrium of any finite dynamic stochastic game -- subject to the usual restrictions on numer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58f0c92ead643142475fa9e2c88e12cc
https://doi.org/10.2139/ssrn.3316631
https://doi.org/10.2139/ssrn.3316631
Autor:
Steffen Eibelshäuser, David Poensgen
We formally define Markov quantal response equilibrium (QRE) and prove existence for all finite discounted dynamic stochastic games. The special case of logit Markov QRE constitutes a mapping from precision parameter ... to sets of logit Markov QRE.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f0eada0e4e482ef04510dd7e341f7cc
https://hdl.handle.net/10419/203603
https://hdl.handle.net/10419/203603
Autor:
Sascha Wilhelm, Steffen Eibelshäuser
This paper identifies high-frequency Edgeworth price cycles that occur in the German retail gasoline market every day. First, we extend existing models of Bertrand competition by, amongst other points, product differentiation and finite business hour
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2877069106ca8bc4844e12180e661472
https://hdl.handle.net/10419/168247
https://hdl.handle.net/10419/168247