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Code for the paper "Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games" by Iskhakov, Rust and Schjerning, Review of Economic Studies 2015
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testers
.gitignore
LICENSE
README.md
RunLeap.m
RunLeapQueue.m
analyse.m
analytical_am.c
analytical_sm.c
brp_sm.c
cdfmovie.m
eqbcorrespondance.m
esr.c
f_pti.m
f_update_params.m
ffxp.c
findeqb.c
fun.m
functions.c
g1vsg2.m
graph.m
leap_am.c
leap_sm.c
leapfrog.c
lexistring.m
matlab.mat
modelparts.c
moviemaker.m
randstream.mat
randstream_old.mat
randstream_paper.mat
results.m
results_cont.m
results_dt.m
results_ier.m
run_br.m
run_effciency.m
run_leapfrog_bsc.m
run_leapfrog_dt.m
run_leapfrog_fed.m
run_leapfrog_john.m
run_leapfrog_silverspring.m
setup.m
simul.m
solve_monopoly.m
symbolic_am_solution.m
symbolic_sm.m
symmetry_checker.m
symmetry_checker2.m

README.md

Recursive lexicographical Search

This code that implements the RLS method and solves the Bertrand pricing and investment game in the papers "Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games" (Review of Economic Studies, 2015) and "The Dynamics of Bertrand Price Competition with Cost-Reducing Investments" by Fedor Iskhakov, Bertel Schjerning and John Rust.

Any of the run_leapfrog_* scripts will run various versions of the model.

To run this code Matlab has to be properly configured with C compiler (run mex -setup) and refer to http://se.mathworks.com/support/compilers/R2015b/index.html?refresh=true (Matlab R2015b)

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