Stochastic Games with Hyperbolic Discounting

R.J.A.P. Peeters

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University School of Business and Economics
Number of pages14
DOIs
Publication statusPublished - 1 Jan 2004

Publication series

SeriesMETEOR Research Memorandum
Number004
ISSN2666-8815

JEL classifications

  • c61 - "Optimization Techniques; Programming Models; Dynamic Analysis"
  • c72 - Noncooperative Games
  • c73 - "Stochastic and Dynamic Games; Evolutionary Games; Repeated Games"
  • d90 - Intertemporal Choice and Growth: General

Keywords

  • Markov decision problem
  • stochastic game
  • hyperbolic discounting

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