Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games

Manjira Datta, Leonard Mirman, Olivier Morand () and Kevin Reffett

Working Papers from Department of Economics, W. P. Carey School of Business, Arizona State University

Abstract:

This paper uses lattice programming methods along with the extension of Tarski's fixed point theorem due to Veinott (1992) and Zhou (1994) to establish sufficient conditions for existence of sequential symmetric Markov equilibrium in a large class of dynamic games. Our method is constructive and we provide specific algorithms for computing equilibrium. These results are applied to the classic fishwar game in the context of a finite horizon. JEL Classification: C62, C63, C73, D90

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