Game Theory, Complexity and Simplicity. Part III: Critique and Prospective
A discussion of some of the problems in the utilization of game theoretic solution concepts is given. It is suggested that a considerable broadening of solution concepts is called for to take into account sufficient context. Mass agent simulations appear to offer promise for some economic and societal problems.
|Date of creation:||Jun 1998|
|Date of revision:|
|Publication status:||Published in Complexity (1998), 3(5): 34-46|
|Contact details of provider:|| Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA|
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.yale.edu/
More information through EDIRC
|Order Information:|| Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA|
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.:
- Rubinstein, Ariel, 1986.
"Finite automata play the repeated prisoner's dilemma,"
Journal of Economic Theory,
Elsevier, vol. 39(1), pages 83-96, June.
- Ariel Rubinstein, 1997. "Finite automata play the repeated prisioners dilemma," Levine's Working Paper Archive 1639, David K. Levine.
- KOHLBERG, Elon & MERTENS, Jean-FranÃ§ois, .
"On the strategic stability of equilibria,"
CORE Discussion Papers RP
716, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geanakoplos, John, 1994. "Common knowledge," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 2, chapter 40, pages 1437-1496 Elsevier.
- P. Bak & M. Paczuski & M. Shubik, 1996.
"Price Variations in a Stock Market with Many Agents,"
96-09-075, Santa Fe Institute.
- Bak, P. & Paczuski, M. & Shubik, M., 1997. "Price variations in a stock market with many agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 430-453.
- P. Bak & M. Paczuski & Martin Shubik, 1996. "Price Variations in a Stock Market with Many Agents," Cowles Foundation Discussion Papers 1132, Cowles Foundation for Research in Economics, Yale University.
- repec:att:wimass:9429 is not listed on IDEAS
- Martin Shubik & Robert J. Weber, 1978. "Systems Defense Games: Colonel Blotto, Command and Control," Cowles Foundation Discussion Papers 489, Cowles Foundation for Research in Economics, Yale University.
- De Long, J. Bradford & Shleifer, Andrei & Summers, Lawrence H. & Waldmann, Robert J., 1990.
"Noise Trader Risk in Financial Markets,"
3725552, Harvard University Department of Economics.
- John Rust & Department of Economics & University of Wisconsin, 1994.
"Using Randomization to Break the Curse of Dimensionality,"
9403001, EconWPA, revised 04 Jul 1994.
- John Rust, 1997. "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, vol. 65(3), pages 487-516, May.
- Hammerstein, Peter & Selten, Reinhard, 1994. "Game theory and evolutionary biology," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 2, chapter 28, pages 929-993 Elsevier.
- Simon, Herbert A. & Schaeffer, Jonathan, 1992. "The game of chess," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 1, pages 1-17 Elsevier.
- Harsanyi, John C., 1994.
"Games with Incomplete Information,"
Nobel Prize in Economics documents
1994-1, Nobel Prize Committee.
When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:1184. 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: (Matthew C. Regan)
If references are entirely missing, you can add them using this form.