Similar Search Results

Large deviations and stochastic stability in the small noise double limit

Sandholm, William H.; Staudigl, Mathias - In: Theoretical Economics 11 (2016) 1, pp. 279-355

We consider a model of stochastic evolution under general noisy best response protocols, allowing the probabilities of suboptimal choices to depend on their payoff consequences. Our analysis focuses on behavior in the small noise double limit: we first take the noise level in agents' decisions...

Persistent link: https://www.econbiz.de/10011599570

Large deviations and stochastic stability in the small noise double limit

Sandholm, William H.; Staudigl, Mathias - In: Theoretical economics : TE ; journal of the Econometric … 11 (2016) 1, pp. 279-355

Persistent link: https://www.econbiz.de/10011486359

Large deviations and stochastic stability in the small noise double limit

Sandholm, William H.; Staudigl, Mathias - In: Theoretical economics : TE ; an open access journal in … 11 (2016) 1, pp. 279-355

Persistent link: https://www.econbiz.de/10011672142

Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games

Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas - In: Mathematics of operations research 47 (2022) 1, pp. 72-99

Persistent link: https://www.econbiz.de/10013364853

Large deviations and stochastic stability in the small noise double limit

Sandholm, William H.; Staudigl, Mathias - In: Theoretical Economics (2015)

Persistent link: https://www.econbiz.de/10011170199