کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10478226 | 930861 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Equilibrium selection in games: the mollifier method
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
This paper introduces an embedding of a Nash equilibrium into a sequence of perturbed games, which achieves continuous differentiability of best responses by mollifying them over a continuously differentiable density with compact support (window size). Along any sequence with shrinking window size, the equilibria are single-valued whenever the function has a regular Jacobian and the set of equilibria where it is singular has measure zero. We achieve a further reduction of the equilibrium set by inserting within the embedding a procedure that eliminates the strict interior of equilibrium sets. The mollifier can be approximated consistently using kernel density regression, and we sketch a non-stationary stochastic optimization algorithm that uses this approximation and converges with probability one to an equilibrium of the original game.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Economics - Volume 41, Issue 3, April 2005, Pages 285-301
Journal: Journal of Mathematical Economics - Volume 41, Issue 3, April 2005, Pages 285-301
نویسندگان
Michiel Keyzer, Lia van Wesenbeeck,