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dc.contributor.authorRenault, Jérôme
dc.contributor.authorScarsini, Marco
dc.contributor.authorTomala, Tristan
dc.date.accessioned2011-05-31T15:44:41Z
dc.date.available2011-05-31T15:44:41Z
dc.date.issued2007
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6381
dc.language.isoenen
dc.subjectfolk theoremen
dc.subjectde Bruijn sequenceen
dc.subjectimperfect monitoringen
dc.subjectuniform equilibriumen
dc.subjectpublic equilibriumen
dc.subjectprivate equilibriumen
dc.subject.ddc519en
dc.subject.classificationjelC44en
dc.titleA minority game with bounded recallen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper studies a repeated minority game with public signals, symmetric bounded recall, and pure strategies. We investigate both public and private equilibria of the game with fixed recall size. We first show how public equilibria in such a repeated game can be represented as colored subgraphs of a de Bruijn graph. Then we prove that the set of public equilibrium payoffs with bounded recall converges to the set of uniform equilibrium payoffs as the size of the recall increases. We also show that private equilibria behave badly: A private equilibrium payoff with bounded recall need not be a uniform equilibrium payoff.en
dc.relation.isversionofjnlnameMathematics of Operations Research
dc.relation.isversionofjnlvol32en
dc.relation.isversionofjnlissue4en
dc.relation.isversionofjnldate2007
dc.relation.isversionofjnlpages873-889en
dc.relation.isversionofdoihttp://dx.doi.org/10.1287/moor.1070.0284en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherINFORMSen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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