Groupe d’études et de recherche en analyse des décisions

A common information approach to stochastic dynamic games with asymmetric information

Demosthenis Teneketzis University of Michigan, États-Unis

Stochastic Dynamic Games with Asymmetric Information (SDGAI) arise in many areas, such as Engineering, Economics, Political Science, etc. The computation of equilibria in SDGAI is a formidable task. In this talk I will first discuss the difficulties associated with the computation of equilibria in SDGAI. Then,I will present ideas on how to alleviate some of these difficulties. I will also present an analogue of Maskin-Tirole’s methodology (Markov Perfect Equililibria) for SDGAI. Finally, I will briefly discuss some open problems in SDGAI.


Entrée gratuite.
Bienvenue à tous!