New method to detect convergence in simple multi-period market games

Abstract : We introduce a new methodology that enables the detection onset of convergence towards Nash equilibria, in simple market games with infinite larges strategy spaces. The method works by constraining on a special and finite subset of strategies. We illustrate how the method can be used to … in a series of experiments.
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Submitted on : Friday, December 29, 2017 - 11:24:26 AM
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Jørgen-Vitting Andersen, Philippe de Peretti. New method to detect convergence in simple multi-period market games. 2017. ⟨halshs-01673331⟩

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