APPROXIMATING NASH EQUILIBRIA IN NONZERO-SUM GAMES
| Autor: | Odile Pourtallier, Alain Haurie, Francesco Moresino, Eitan Altman |
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| Rok vydání: | 2000 |
| Předmět: |
Computer Science::Computer Science and Game Theory
General Computer Science Sequential game Symmetric game Normal-form game ComputingMilieux_PERSONALCOMPUTING Combinatorial game theory TheoryofComputation_GENERAL Example of a game without a value Best response Repeated game Applied mathematics Statistics Probability and Uncertainty Business and International Management Mathematical economics Game theory Mathematics |
| Zdroj: | International Game Theory Review. :155-172 |
| ISSN: | 1793-6675 0219-1989 |
| DOI: | 10.1142/s0219198900000123 |
| Popis: | This paper deals with the approximation of Nash equilibria in m-player games. We present conditions under which an approximating sequence of games admits near-equilibria that approximate near-equilibria in the limit game. We apply the results to two classes of games: (i) a duopoly game approximated by a sequence of matrix games, and (ii) a stochastic game played under the S-adapted information structure approximated by games played over a sampled event tree. Numerical illustrations show the usefulness of this approximation theory. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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