Approximation of Large Dynamic Games

Abstract

We provide a framework for simplifying the analysis and estimation of dynamic games with many agents by using nonatomic limit game approximations. We show that that the equilibria of a nonatomic approximation are epsilon-Bayesian-Nash Equilibria of the dynamic game with many players if the limit game is continuous. We also provide conditions under which the… (More)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics