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

Ron N. Borkovsky, Ulrich Doraszelski and Yaroslav Kryukov

No 2009-E23, GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

Abstract: 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.

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