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

Author

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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)

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.

Suggested Citation

  • Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01673331, HAL.
    • Handle: RePEc:hal:cesptp:halshs-01673331
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01673331
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    References listed on IDEAS

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    Keywords

    experiments; decoupling; convergence; multi-period games;
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