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Dynamic Potential Games: The Discrete-Time Stochastic Case

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Abstract

This paper concerns a class of nonstationary discrete-time stochastic noncooperative games. Our goals are threefold. First, we give conditions to find Nash equilibria by means of the Euler equation approach. Second, we identify subclasses of dynamic potential games. Finally, within one of this subclasses, we identify a further subclass for which Nash equilibria are also Pareto (or cooperative) solutions.

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Correspondence to Onésimo Hernández-Lerma.

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González-Sánchez, D., Hernández-Lerma, O. Dynamic Potential Games: The Discrete-Time Stochastic Case. Dyn Games Appl 4, 309–328 (2014). https://doi.org/10.1007/s13235-014-0105-3

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