Will AI Trade? A Computational Inversion of the No-Trade Theorem

Fuente: arXiv
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Main Authors: Li, Hanyu, Deng, Xiaotie
Format: Preprint
Published: 2025
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author Li, Hanyu
Deng, Xiaotie
author_facet Li, Hanyu
Deng, Xiaotie
contents Classic no-trade theorems attribute trade to heterogeneous beliefs. We re-examine this conclusion for AI agents, asking if trade can arise from computational limitations, under common beliefs. We model agents' bounded computational rationality within an unfolding game framework, where computational power determines the complexity of its strategy. Our central finding inverts the classic paradigm: a stable no-trade outcome (Nash equilibrium) is reached only when "almost rational" agents have slightly different computational power. Paradoxically, when agents possess identical power, they may fail to converge to equilibrium, resulting in persistent strategic adjustments that constitute a form of trade. This instability is exacerbated if agents can strategically under-utilize their computational resources, which eliminates any chance of equilibrium in Matching Pennies scenarios. Our results suggest that the inherent computational limitations of AI agents can lead to situations where equilibrium is not reached, creating a more lively and unpredictable trade environment than traditional models would predict.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17952
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Will AI Trade? A Computational Inversion of the No-Trade Theorem
Li, Hanyu
Deng, Xiaotie
Computer Science and Game Theory
Artificial Intelligence
Theoretical Economics
Classic no-trade theorems attribute trade to heterogeneous beliefs. We re-examine this conclusion for AI agents, asking if trade can arise from computational limitations, under common beliefs. We model agents' bounded computational rationality within an unfolding game framework, where computational power determines the complexity of its strategy. Our central finding inverts the classic paradigm: a stable no-trade outcome (Nash equilibrium) is reached only when "almost rational" agents have slightly different computational power. Paradoxically, when agents possess identical power, they may fail to converge to equilibrium, resulting in persistent strategic adjustments that constitute a form of trade. This instability is exacerbated if agents can strategically under-utilize their computational resources, which eliminates any chance of equilibrium in Matching Pennies scenarios. Our results suggest that the inherent computational limitations of AI agents can lead to situations where equilibrium is not reached, creating a more lively and unpredictable trade environment than traditional models would predict.
title Will AI Trade? A Computational Inversion of the No-Trade Theorem
topic Computer Science and Game Theory
Artificial Intelligence
Theoretical Economics
url https://arxiv.org/abs/2512.17952