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Existence of Equilibrium in Single and Double Private Value Auctions
Jackson, Matthew O.; Swinkels, Jeroen - California Institute of Technology, Division of the … - 2004
. Valuations can be correlated and asymmetrically distributed. For double auctions, we show further that at least one equilibrium …
Persistent link: https://www.econbiz.de/10005482216
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stability of multicountry unions
caravani, paolo - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345691
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ВЫЧИСЛЕНИЕ ХАРАКТЕРИСТИК ПАССАЖИРОПОТОКОВ В ТРАНСПОРТНЫХ СИСТЕМАХ
МАНСУРОВИЧ, БУРЕ ВЛАДИМИР; … - In: Управление большими … (2014) 3, pp. 77-91
Статья посвящена исследованию статистической модели оценки интенсивности пассажиропотоков между остановочными пунктами. Предполагается, что при этом...
Persistent link: https://www.econbiz.de/10011248372
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Simple Adaptive Strategies:From Regret-Matching to Uncoupled Dynamics
Hart, Sergiu; Mas-Colell, Andreu - World Scientific Publishing Co. Pte. Ltd.
Adaptive Procedure Leading to Correlated Equilibrium <i>(Sergiu Hart and Andreu Mas-Colell)</i></li> <li>A General Class of … Equilibrium <i>(Sergiu Hart and Andreu Mas-Colell)</i></li> <li>Regret-Based Continuous-Time Dynamics <i>(Sergiu Hart and Andreu …><b><i>Uncoupled Dynamics:</i></b> <ul> <li>Uncoupled Dynamics Do Not Lead to Nash Equilibrium <i>(Sergiu Hart and Andreu Mas …
Persistent link: https://www.econbiz.de/10011156379
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Game Theory:A Nontechnical Introduction to the Analysis of Strategy
McCain, Roger A - World Scientific Publishing Co. Pte. Ltd.
Learning Cycle, the book is intended to teach by example. Noncooperative equilibrium concepts such as Nash equilibrium play the … equilibrium. The Instructor Manual and PowerPoint Slides for the book are available upon request for all instructors who adopt …>Nash Equilibrium and Rationalizable Strategies</li> <li>Games with Two or More Nash Equilibria</li> <li>Duopoly Strategies and Prices …
Persistent link: https://www.econbiz.de/10011156401
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ADAPTIVE HEURISTICS
Hart, Sergiu - In: Simple Adaptive Strategies:From Regret-Matching to …
AbstractWe exhibit a large class of simple rules of behavior, which we call adaptive heuristics, and show that they generate rational behavior in the long run. These adaptive heuristics are based on natural regret measures, and may be viewed as a bridge between rational and behavioral...
Persistent link: https://www.econbiz.de/10011206382
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GENERAL PROCEDURES LEADING TO CORRELATED EQUILIBRIA
Cahn, Amotz - In: Simple Adaptive Strategies:From Regret-Matching to …
AbstractHart and Mas-Colell (2000) show that if all players play “regret matching” strategies, i.e., they play with probabilities proportional to the regrets, then the empirical distribution of play converges to the set of correlated equilibria, and the regrets of every player converge to...
Persistent link: https://www.econbiz.de/10011206392
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HOW LONG TO EQUILIBRIUM? THE COMMUNICATION COMPLEXITY OF UNCOUPLED EQUILIBRIUM PROCEDURES
Hart, Sergiu; Mansour, Yishay - In: Simple Adaptive Strategies:From Regret-Matching to …
AbstractWe study the question of how long it takes players to reach a Nash equilibrium in uncoupled setups, where each … Nash equilibrium, i.e., on the number of bits that need to be transmitted, and thus also on the required number of steps … pure Nash equilibrium; (2) reaching a pure Nash equilibrium in a Bayesian setting; and (3) reaching a mixed Nash …
Persistent link: https://www.econbiz.de/10011206487
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NASH EQUILIBRIUM AND DYNAMICS
Hart, Sergiu - In: Simple Adaptive Strategies:From Regret-Matching to …
presented below, followed by a discussion of dynamic aspects of equilibrium. …
Persistent link: https://www.econbiz.de/10011206644
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EXISTENCE OF CORRELATED EQUILIBRIA
Hart, Sergiu; Schmeidler, David - In: Simple Adaptive Strategies:From Regret-Matching to …
AbstractAn elementary proof, based on linear duality, is provided for the existence of correlated equilibria in finite games. The existence result is then extended to infinite games, including some that possess no Nash equilibria.
Persistent link: https://www.econbiz.de/10011206692