The Focal Quantal Response Equilibrium

Fuente: arXiv
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Main Authors: Kovach, Matthew, Tserenjigmid, Gerelt
Format: Preprint
Published: 2023
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author Kovach, Matthew
Tserenjigmid, Gerelt
author_facet Kovach, Matthew
Tserenjigmid, Gerelt
contents We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a stochastic version of Nash equilibrium as in the QRE, but some strategies are focal and thus are chosen relatively more frequently than other strategies after accounting for expected utilities. The Focal QRE is able to systematically account for various forms of bounded rationality of players, especially regret-aversion, salience, or limited consideration. The Focal QRE is also useful for explaining the observed heterogeneity of bounded rationality of players across different games. We show that regret-based focal sets perform relatively well at predicting strategies that are chosen more frequently relative to their expected utilities.
format Preprint
id arxiv_https___arxiv_org_abs_2304_00438
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle The Focal Quantal Response Equilibrium
Kovach, Matthew
Tserenjigmid, Gerelt
Theoretical Economics
We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a stochastic version of Nash equilibrium as in the QRE, but some strategies are focal and thus are chosen relatively more frequently than other strategies after accounting for expected utilities. The Focal QRE is able to systematically account for various forms of bounded rationality of players, especially regret-aversion, salience, or limited consideration. The Focal QRE is also useful for explaining the observed heterogeneity of bounded rationality of players across different games. We show that regret-based focal sets perform relatively well at predicting strategies that are chosen more frequently relative to their expected utilities.
title The Focal Quantal Response Equilibrium
topic Theoretical Economics
url https://arxiv.org/abs/2304.00438