Equilibrium convergence in large games
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2020
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| _version_ | 1866913566432428032 |
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| author | Chen, Enxian Wu, Bin Xu, Hanping |
| author_facet | Chen, Enxian Wu, Bin Xu, Hanping |
| contents | This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of any convergent sequence of Nash equilibria of the corresponding finite-player games can be induced by a Nash equilibrium of the large game. Such a result goes beyond earlier results on the closed graph property for pure strategy Nash equilibrium correspondence in large games in multiple aspects. An application on equilibrium selection in large games is also presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2011_06789 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Equilibrium convergence in large games Chen, Enxian Wu, Bin Xu, Hanping Optimization and Control This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of any convergent sequence of Nash equilibria of the corresponding finite-player games can be induced by a Nash equilibrium of the large game. Such a result goes beyond earlier results on the closed graph property for pure strategy Nash equilibrium correspondence in large games in multiple aspects. An application on equilibrium selection in large games is also presented. |
| title | Equilibrium convergence in large games |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2011.06789 |