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Learning to Respond: The Use of Heuristics in Dynamic Games

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Author Info
Mikhael Shor (Vanderbilt University)

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Abstract

While many learning models have been proposed in the game theoretic literature to track individuals’ behavior, surprisingly little research has focused on how well these models describe human adaptation in changing dynamic environments. Analysis of human behavior demonstrates that people are often remarkably responsive to changes in their environment, on time scales ranging from millennia (evolution) to milliseconds (reflex). The goal of this paper is to evaluate several prominent learning models in light of a laboratory experiment on responsiveness in a lowinformation dynamic game subject to changes in its underlying structure. While history-dependent reinforcement learning models track convergence of play well in repeated games, it is shown that they are ill suited to these environments, in which sastisficing models accurately predict behavior. A further objective is to determine which heuristics, or “rules of thumb,” when incorporated into learning models, are responsible for accurately capturing responsiveness. Reference points and a particular type of experimentation are found to be important in both describing and predicting play.

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File URL: http://129.3.20.41/eps/game/papers/0301/0301001.pdf
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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 0301001.

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Length: 34 pages
Date of creation: 27 Jan 2003
Date of revision:
Handle: RePEc:wpa:wuwpga:0301001

Note: Type of Document - Acrobat PDF; prepared on IBM PC; to print on HP; pages: 34 ; figures: included. 35 pages, Acrobat PDF, figures included
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Related research
Keywords: learning limited information dynamic games

Find related papers by JEL classification:
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Karandikar, Rajeeva & Mookherjee, Dilip & Ray, Debraj & Vega-Redondo, Fernando, 1998. "Evolving Aspirations and Cooperation," Journal of Economic Theory, Elsevier, vol. 80(2), pages 292-331, June. [Downloadable!] (restricted)
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  2. Erev, Ido & Roth, Alvin E, 1998. "Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria," American Economic Review, American Economic Association, vol. 88(4), pages 848-81, September. [Downloadable!] (restricted)
  3. Mookherjee Dilip & Sopher Barry, 1994. "Learning Behavior in an Experimental Matching Pennies Game," Games and Economic Behavior, Elsevier, vol. 7(1), pages 62-91, July. [Downloadable!] (restricted)
  4. Barry Sopher & Eric Friedman & Scott Shenker & Mikhael Shor, 2000. "Asynchronous Learning with Limited Information: An Experimental Analysis," Departmental Working Papers 200022, Rutgers University, Department of Economics.
  5. Reinhard Selten, 1998. "Axiomatic Characterization of the Quadratic Scoring Rule," Experimental Economics, Springer, vol. 1(1), pages 43-61, June. [Downloadable!] (restricted)
    Other versions:
  6. Selten, Reinhard, 1991. "Evolution, learning, and economic behavior," Games and Economic Behavior, Elsevier, vol. 3(1), pages 3-24, February. [Downloadable!] (restricted)
    Other versions:
  7. Gilboa, Itzhak & Schmeidler, David, 1996. "Case-Based Optimization," Games and Economic Behavior, Elsevier, vol. 15(1), pages 1-26, July. [Downloadable!] (restricted)
    Other versions:
    • Itzhak Gilboa & David Schmeidler, 1993. "Case-Based Optimization," Discussion Papers 1039, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]
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