How I can find stationary Markov perfect equilibrium by numerical method in a stochastic dynamic game while the action space and state space both are uncountable and infinite but they are bounded.
I'm studying a paper that includes the model of a stochastic game. I attach it in this message. Thank you for every help.
Kjetil K. Haugen
Hi again Roya,
Perhaps you need some general info on Stochastic Dynamic Programming as well. If you are unaware of this methodology, I think you need some introductory text to make it possible to understand George Stoica's paper. Again; the best of luck
https://www.idunn.no/stochastic-dynamic-programming?languageId=2
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