IDEAS home Printed from
MyIDEAS: Login to save this paper or follow this series

Static Stability in Games

  • Igal Milchtaich


    (Bar Ilan University)

Registered author(s):

    Static stability of equilibrium in strategic games differs from dynamic stability in not being linked to any particular dynamical system. In other words, it does not make any assumptions about off-equilibrium behavior. Examples of static notions of stability include evolutionarily stable strategy (ESS) and continuously stable strategy (CSS), both of which are meaningful or justifiable only for particular classes of games, namely, symmetric multilinear games or symmetric games with a unidimensional strategy space, respectively. This paper presents a general notion of local static stability, of which the above two are essentially special cases. It is applicable to virtually all n-person strategic games, both symmetric and asymmetric, with non-discrete strategy spaces.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    File Function: Working paper
    Download Restriction: no

    Paper provided by Bar-Ilan University, Department of Economics in its series Working Papers with number 2008-04.

    in new window

    Date of creation: Dec 2008
    Date of revision:
    Handle: RePEc:biu:wpaper:2008-04
    Contact details of provider: Postal: Faculty of Social Sciences, Bar Ilan University 52900 Ramat-Gan
    Phone: Phone: +972-3-5318345
    Fax: +972-3-7384034
    Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:biu:wpaper:2008-04. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Department of Economics)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.