Armantier, Olivier; Florens, Jean-Pierre; Richard, … - In: Journal of Applied Econometrics 23 (2008) 7, pp. 965-981
We define a new concept of constrained strategic equilibrium (CSE) for Bayesian games. We show that a sequence of CSEs approximates an equilibrium under standard conditions. We also provide an algorithm to implement the CSE approximation method numerically in a broad class of Bayesian games,...