Por favor, use este identificador para citar o enlazar este ítem: https://hdl.handle.net/10259/10864
Título
Statistical inference in games: Stability of pure equilibria
Publicado en
Games and Economic Behavior. 2025, V. 153, p. 622-644
Editorial
Elsevier
Fecha de publicación
2025-10
ISSN
0899-8256
DOI
10.1016/j.geb.2025.07.012
Resumen
We consider sampling best response decision protocols with statistical inference in population games. Under these protocols, a revising agent observes the actions of k randomly sampled players in a population, estimates from the sample a probability distribution for the state of the population (using some inference method), and chooses a best response to the estimated distribution. We formulate deterministic approximation dynamics for these protocols. If the inference method is unbiased, strict Nash equilibria are rest points, but they may not be stable. We present tests for stability of pure equilibria under these dynamics. Focusing on maximum-likelihood estimation, we can define an index that measures the strength of each strict Nash equilibrium. In tacit coordination or weakest-link games, the stability of equilibria under sampling best response dynamics is consistent with experimental evidence, capturing the effect of strategic uncertainty and its sensitivity to the number of players and to the cost/benefit ratio.
Palabras clave
Statistical inference
Sampling best response
Stability
Strict Nash
Weakest-link games
Materia
Gestión de empresas
Industrial management
Matemáticas
Mathematics
Versión del editor
Aparece en las colecciones
Documento(s) sujeto(s) a una licencia Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 Internacional








