Stochastic uncoupled dynamics and Nash equilibrium

Sergiu Hart*, Andreu Mas-Colell

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

In this paper we consider dynamic processes, in repeated games, that are subject to the natural informational restriction of uncoupledness. We study the almost sure convergence to Nash equilibria, and present a number of possibility and impossibility results. Basically, we show that if in addition to random moves some recall is introduced, then successful search procedures that are uncoupled can be devised. In particular, to get almost sure convergence to pure Nash equilibria when these exist, it suffices to recall the last two periods of play.

Original languageEnglish
Title of host publicationTheoretical Aspects of Rationality and Knowledge - Proceedings of the Tenth Conference, TARK 2005
EditorsR. Meyden
Pages52-61
Number of pages10
StatePublished - 2005
EventTenth Conference on the Theoretical Aspects of Rationality and Knowledge, TARK 2005 - Singapore, Singapore
Duration: 10 Jun 200512 Jun 2005

Publication series

NameProceedings of the Tenth Conference on the Theoretical Aspects of Rationality and Knowledge

Conference

ConferenceTenth Conference on the Theoretical Aspects of Rationality and Knowledge, TARK 2005
Country/TerritorySingapore
CitySingapore
Period10/06/0512/06/05

Keywords

  • Bounded recall
  • Nash equilibrium
  • Stochastic dynamics
  • Uncoupled

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