Dokumacı, Emin; Sandholm, William H. - In: Journal of Economic Theory 146 (2011) 5, pp. 2151-2158
We consider a discrete choice model in which the payoffs to each of an agentʼs n actions are subjected to the average of m i.i.d. shocks, and use tools from large deviations theory to characterize the rate of decay of the probability of choosing a given suboptimal action as m approaches...