Driver’s Lane Selection Model Based on Phase-Field Coupling and Multiplayer Dynamic Game with Incomplete Information

On a Markov Game with Incomplete Information

We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values. ∗MEDS Department, Kellogg School of Management, Northwestern University, and Département Finance et Economie, HEC, 1, rue de la Libération, 78 351 Jouy-en-Josas, France. e-mail: j-horner@kello...

mortality forecasting based on lee-carter model

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

A game theoretical model of kleptoparasitism with incomplete information.

Kleptoparasitism, the stealing of food from one animal by another, is a common natural phenomenon that has been modelled mathematically in a number of ways. The handling process of food items can take some time and the value of such items can vary depending upon how much handling an item has received. Furthermore this information may be known to the handler but not the potential challenger, so ...

Semiparametric Estimation of a Dynamic Game of Incomplete Information

Recently, empirical industrial organization economists have proposed estimators for dynamic games of incomplete information. In these models, agents choose from a finite number actions and maximize expected discounted utility in a Markov perfect equilibrium. Previous econometric methods estimate the probability distribution of agents’ actions in a first stage. In a second step, a finite vector ...

Dynamic Games with Incomplete Information