Empirical Game Theoretic Models: Constrained Equilibrium & Simulation
AbstractWe propose an operational concept of Constrained Strategic Equilibrium (CSE) applicable to a broad class of empirical game theoreticmodels with incomplete information. By restricting the players' strategic sets, we can compute solutions from a strategic form of analyis based upon auxiliary Monte Carlo (MC) simulations.
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Bibliographic InfoPaper provided by Toulouse - GREMAQ in its series Papers with number 98.498.
Length: 49 pages
Date of creation: 1998
Date of revision:
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GAME THEORY ; ECONOMETRICS ; STATISTICAL ANALYSIS;
Find related papers by JEL classification:
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C00 - Mathematical and Quantitative Methods - - General - - - General
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