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Preprints, Working Papers, ... Year : 2015

On Dynamic Games with Randomly Arriving Players

Abstract

We consider a dynamic game where additional players (assumed identical, even if there will be a mild departure from that hypothesis) join the game randomly according to a Bernoulli process. The problem solved here is that of computing their expected payoff as a function of time and the number of players present when they arrive, if the strategies are given. We consider both a finite horizon game and an infinite horizon, discounted game. As illustrations, we discuss some examples relating to oligopoly theory (Cournot, Stackelberg, cartel).
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Dates and versions

hal-01377916 , version 1 (07-10-2016)

Identifiers

  • HAL Id : hal-01377916 , version 1

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Pierre Bernhard, Marc Deschamps. On Dynamic Games with Randomly Arriving Players. 2015. ⟨hal-01377916⟩
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