On the characterization of Nash equilibrium action distributions of large distributional games

Haifeng Fu and Bin Wu

Economics Letters, 2018, vol. 168, issue C, 82-84

Abstract: In a large distributional game, we show that an action distribution is a Nash equilibrium action distribution if and only if for any subset of actions, the proportion of players playing actions within the subset is no more than the proportion of players having their best response in it. We also show that given an action set, a symmetric Nash equilibrium action distribution in every atomless large distributional game with the given action set can be characterized if and only if the action set is at most countable.

Keywords: Large distributional games; Characterization; Nash equilibrium distribution; (Symmetric) Nash equilibrium action distribution (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176518301319
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:168:y:2018:i:c:p:82-84

DOI: 10.1016/j.econlet.2018.04.002

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().