David Poensgen

Goethe University Frankfurt, Department of Management and Applied Microeconomics

PhD Candidate

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

701

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

dsGameSolver: A Python Program for Computing Markov Perfect Equilibria of Dynamic Stochastic Games

Number of pages: 50 Posted: 31 Jan 2019
Steffen Eibelshäuser and David Poensgen
Goethe University Frankfurt, Department of Management and Applied Microeconomics and Goethe University Frankfurt, Department of Management and Applied Microeconomics
Downloads 475 (76,120)
Citation 4

Abstract:

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Equilibrium computation, Homotopy continuation, Quantal response, Logit choice, Limiting equilibrium

2.

Markov Quantal Response Equilibrium and a Homotopy Method for Computing and Selecting Markov Perfect Equilibria of Dynamic Stochastic Games

Number of pages: 27 Posted: 21 Jan 2019
Steffen Eibelshäuser and David Poensgen
Goethe University Frankfurt, Department of Management and Applied Microeconomics and Goethe University Frankfurt, Department of Management and Applied Microeconomics
Downloads 149 (245,908)
Citation 2

Abstract:

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Homotopy continuation, Stationary equilibrium, Logit choice

3.

The Logarithmic Stochastic Tracing Procedure: A Homotopy Method for Computing and Selecting Stationary Equilibria of Stochastic Games

Number of pages: 32 Posted: 12 Feb 2021 Last Revised: 26 Apr 2021
Goethe University Frankfurt, Department of Management and Applied Microeconomics, Goethe University Frankfurt, Goethe University Frankfurt, Department of Management and Applied Microeconomics and Goethe University Frankfurt
Downloads 77 (386,441)

Abstract:

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Stochastic game, Tracing, Homotopy method, Equilibrium computation, Equilibrium selection