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Theory and Econometrics

Lars Peter Hansen and Thomas J. Sargent

in Recursive Models of Dynamic Linear Economies

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691042770
eISBN:
9781400848188
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691042770.003.0001
Subject:
Economics and Finance, History of Economic Thought

This chapter sets out the book's focus, namely constructing and applying competitive equilibria for a class of linear-quadratic-Gaussian dynamic economies with complete markets. Here, an economy will ... More


One-Player Dynamic Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0015
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on one-player discrete time dynamic games, that is, the optimal control of a discrete time dynamical system. It first considers solution methods for one-player dynamic games, ... More


State-Feedback Zero-Sum Dynamic Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0017
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on the computation of the saddle-point equilibrium of a zero-sum discrete time dynamic game in a state-feedback policy. It begins by considering solution methods for two-player ... More


State-Feedback Zero-Sum Differential Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0018
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on the computation of the saddle-point equilibrium of a zero-sum continuous time dynamic game in a state-feedback policy. It begins by considering the solution for two-player ... More


One-Player Differential Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0016
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on one-player continuous time dynamic games, that is, the optimal control of a continuous time dynamical system. It begins by considering a one-player continuous time ... More


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