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

Jørgen Vitting Andersen (1) , Philippe de Peretti (1)

1 CES - Centre d'économie de la Sorbonne

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.

Mots clés: experiments; decoupling; convergence; multi-period games

Domaines: Economies et finances

Jørgen Vitting Andersen, Philippe de Peretti. New method to detect convergence in simple multi-period market games. 2017. ⟨halshs-01673331⟩