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文件名:  A_Link_between_Sequential_Semi-anonymous_Nonatomic_Games_and_their_Large_Finite_.pdf
资料下载链接地址: https://bbs.pinggu.org/a-3676195.html
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英文标题:
《A Link between Sequential Semi-anonymous Nonatomic Games and their Large
Finite Counterparts》
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作者:
Jian Yang
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最新提交年份:
2016
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英文摘要:
We show that equilibria of a sequential semi-anonymous nonatomic game (SSNG) can be adopted by players in corresponding large but finite dynamic games to achieve near-equilibrium payoffs. Such equilibria in the form of random state-to-action rules are parsimonious in form and easy to execute, as they are both oblivious of past history and blind to other players\' present states. Our transient results can be extended to a stationary case, where the finite counterparts are special discounted stochastic games. The kind of equilibria we adopt for SSNG are similar to distributional equilibria that are well understood in literature, and they themselves are shown to exist.
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中文摘要:
我们证明了序列半匿名非原子博弈(SSNG)的均衡可以被相应的大型但有限的动态博弈的参与者采用,以获得接近均衡的收益。这种以随机状态到行为规则的形式出现的均衡,形式简洁,易于执行,因为它们既无视过去的历史,也无视其他参与者的当前状态。我们的瞬态结果可以推广到平稳情况,其中有限的对应项是特殊的贴现随机对策。我们为SSNG采用的平衡类型类似于文献中很好理解的分配平衡,它们本身也被证明存在。
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分类信息:

一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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