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Olivier Armantier
;
Jean-Pierre Florens
;
Jean-François Richard

approximation of nash equilibria in bayesian games (replication data)

We define a new concept of constrained strategic equilibrium (CSE) for Bayesian games. We show that a sequence of CSEs approximates an equilibrium under standard conditions. We also provide an algorithm to implement the CSE approximation method numerically in a broad class of Bayesian games, including games without analytically tractable solutions. Finally, we illustrate the flexibility of the CSE approximation with a series of auction examples, including a complex multi-unit auction.

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Armantier, Olivier; Florens, Jean-Pierre; Richard, Jean-François (2008): Approximation of Nash equilibria in Bayesian games (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022319.0720691572

Related Publication

Armantier, O., Florens, J. and Richard, J. (2008), Approximation Of Nash Equilibria In Bayesian Games, Journal of Applied Econometrics, 23(7), 965-981. https://doi.org/10.1002/jae.1040