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A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games

Author

Listed:
  • Shachat, Jason
  • Swarthout, J. Todd
  • Wei, Lijia

Abstract

We propose a statistical model to assess whether individuals strategically use mixed strategies in repeated games. We formulate a hidden Markov model in which the latent state space contains both pure and mixed strategies. We apply the model to data from an experiment in which human subjects repeatedly play a normal form game against a computer that always follows its part of the unique mixed strategy Nash equilibrium profile. Estimated results show significant mixed strategy play and nonstationary dynamics. We also explore the ability of the model to forecast action choice.

Suggested Citation

  • Shachat, Jason & Swarthout, J. Todd & Wei, Lijia, 2015. "A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games," Econometric Theory, Cambridge University Press, vol. 31(4), pages 729-752, August.
    • Handle: RePEc:cup:etheor:v:31:y:2015:i:04:p:729-752_00
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    Cited by:

    1. Sean Duffy & J. J. Naddeo & David Owens & John Smith, 2024. "Cognitive Load and Mixed Strategies: On Brains and Minimax," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 26(03), pages 1-34, September.
    2. Gaunersdorfer, Andrea & Hofbauer, Josef, 2025. "Learning in unprofitable games," Games and Economic Behavior, Elsevier, vol. 151(C), pages 108-126.
    3. Knut Lehre Seip & Øyvind Grøn, 2016. "Leading the Game, Losing the Competition: Identifying Leaders and Followers in a Repeated Game," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-16, March.

    More about this item

    JEL classification:

    • C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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