New method to detect convergence in simple multi-period market games with infinite large strategy spaces

Jørgen Vitting Andersen () and Philippe de Peretti ()
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Jørgen Vitting Andersen: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
Philippe de Peretti: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Abstract: We introduce a new methodology that enables the detection of onset of convergence towards Nash equilibria, in simple repeated-games with infinite large strategy spaces. The method works by constraining on a special and finite subset of strategies. We illustrate how the method can predict (in special time periods) with a high success rate the action of participants in a series of experiments.

Keywords: multi-period games; infinite strategy space; decoupling; bounded rationality; agent-based modeling (search for similar items in EconPapers)
Date: 2018-07
New Economics Papers: this item is included in nep-bec, nep-cmp and nep-gth
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01960900v1
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Published in 2018

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-01960900

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