A stochastic differential game of capitalism

B-Tier
Journal: Journal of Mathematical Economics
Year: 2010
Volume: 46
Issue: 4
Pages: 552-561

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a stochastic differential game of capitalism to analyze the role of uncertainty. In the deterministic game, the firm's rent is completely taxed away and the firm stops investing completely. In the stochastic game, the government does not tax the firm's rent completely. The firm posts a positive rate of investment if the firm's rent exceeds the labor's income. Although the cooperative solution is indeterminate, cooperation is always Pareto optimal compared to the non-cooperative Markovian Nash equilibrium. For individual rationality, we apply a payoff distribution procedure based on Yeung and Petrosyan (2006) to derive a subgame-consistent solution.

Technical Details

RePEc Handle
repec:eee:mateco:v:46:y:2010:i:4:p:552-561
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25