RT info:eu-repo/semantics/article
T1 Statistical inference in games: Stability of pure equilibria
A1 Izquierdo, Segismundo S.
A1 Izquierdo Millán, Luis Rodrigo
K1 Statistical inference
K1 Sampling best response
K1 Stability
K1 Strict Nash
K1 Weakest-link games
K1 Gestión de empresas
K1 Industrial management
K1 Matemáticas
K1 Mathematics
AB 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.
PB Elsevier
SN 0899-8256
YR 2025
FD 2025-10
LK https://hdl.handle.net/10259/10864
UL https://hdl.handle.net/10259/10864
LA eng
NO Financial support from the Spanish State Research Agency (PID2024-159461NB-I00/MICIU and PID2020-118906GBI00/MCIN, AEI/10.13039/501100011033/EU-FEDER), from the Regional Government of Castilla y León and the EU-FEDER program (CLU-2019-04 - BIOECOUVA Unit of Excellence Universidad de Valladolid), and from the Spanish Ministry of Universities (PRX22/00064 and PRX22/00065)
DS Repositorio Institucional de la Universidad de Burgos
RD 27-abr-2026