RT info:eu-repo/semantics/article
T1 statistical inference in games: stability of pure equilibria
A1 Izquierdo Millán, Luis Rodrigo
A1 Izquierdo Millán, Segismundo Samuel
AB We consider sampling best response decision protocols with statistical inferencein population games. Under these protocols, a revising agent observes the actions ofk randomly sampled players in a population, estimates from the sample a probability distribution for the state of the population (using some inference method), andchooses a best response to the estimated distribution. We formulate deterministicapproximation 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 forstability of pure equilibria under these dynamics. Focusing on maximum-likelihoodestimation, we can define an index that measures the strength of each strict Nashequilibrium. In tacit coordination or weakest-link games, the stability of equilibriaunder 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.
SN 0899-8256
YR 2025
FD 2025
LK https://uvadoc.uva.es/handle/10324/77234
UL https://uvadoc.uva.es/handle/10324/77234
LA spa
NO Games and Economic Behavior, 2025, vol. 153, p. 622-644.
NO Producción Científica
DS UVaDOC
RD 28-ago-2025