What are stochastic games and their applications in economics?

This paper describes a method for obtaining numerical information concerning the time-dependent behavior of stochastic processes such as those arising in ... Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ... independent doubly stochastic random times driven by a finite-state ... Investor information The process Z represents an abstract form of 'insider ... This paper studies the existence of expectations equilibria for message processes on stochastic exchange environments. A message process which permits the ... the entropy rate of a stochastic process (message or sequence is seen as a succession of events). (The "rate of self-information" can also be defined for a ... Aug 28, 2020 ... ... process' informational content, but it does not address how this ... process (partly regular, partly stochastic), the golden mean process. Apr 4, 2006 ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH ... May 22, 2020 ... ... process—the minimal amount of information required to ... If the considered time series is generated by a stochastic process of Markov ... Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... A model is proposed which treats network traffic as a stochastic process with an infinite mean delay. Such a model can be used to explain the appearance of ...