Template-type: ReDIF-Paper 1.0 Author-Name: Manjira Datta Author-Email: Manjira.Datta@asu.edu Author-Homepage: http://wpcarey.asu.edu/Directory/stafffaculty.cfm?cobid=1039626 Author-Workplace-Name: W. P. Carey School of Business Department of Economics Author-Workplace-Homepage: http://wpcarey.asu.edu/ecn/ Author-Name: Leonard Mirman Author-Email: Author-Homepage: http://wpcarey.asu.edu/Directory/stafffaculty.cfm?cobid=2133549 Author-Workplace-Name: University of Virginia Author-Workplace-Homepage: Author-Name: Olivier Morand Author-Email: Author-Homepage: http://wpcarey.asu.edu/Directory/stafffaculty.cfm?cobid=1049335 Author-Workplace-Name: University of Connecticut Author-Workplace-Homepage: Author-Name: Kevin Reffett Author-Email: kevin.reffett@asu.edu Author-Homepage: http://wpcarey.asu.edu/Directory/stafffaculty.cfm?cobid=1039534 Author-Workplace-Name: W. P. Carey School of Business Department of Economics Author-Workplace-Homepage: http://wpcarey.asu.edu/ecn/ Title: Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games Abstract:

This paper uses lattice programming methods along with the extension of Tarski's fixed point theorem due to Veinott (1992) and Zhou (1994) to establish sufficient conditions for existence of sequential symmetric Markov equilibrium in a large class of dynamic games. Our method is constructive and we provide specific algorithms for computing equilibrium. These results are applied to the classic fishwar game in the context of a finite horizon. JEL Classification: C62, C63, C73, D90 Classification-JEL: Keywords: File-URL:http://wpcarey.asu.edu/tools/mytools/pubs_admin/FILES/FishwarDec2004.pdf File-Format: pdf File-Restriction: File-Function: File-Size: Handle: RePec:asu:wpaper:2179545