Learning, information, and sorting in market entry games: theory and evidence
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Publication:2486151
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Cites work
- scientific article; zbMATH DE number 1233801 (Why is no real title available?)
- scientific article; zbMATH DE number 1405930 (Why is no real title available?)
- An experimental study of coordination and learning in iterated two-market entry games
- Coordination and learning behavior in large groups with asymmetric players
- Coordination, ``Magic, and reinforcement learning in a market entry game
- Elicitation of strategy profiles in large group coordination games
- Equilibrium play in large group market entry games
- Experience-weighted Attraction Learning in Normal Form Games
- Experience-weighted attraction learning in sender-receiver signaling games
- Fictitious play property for games with identical interests
- Learning in perturbed asymmetric games
- Mixed equilibria and dynamical systems arising from fictitious play in perturbed games
- Nonconvergence to unstable points in urn models and stochastic approximations
- Payoff assessments without probabilities: a simple dynamic model of choice
- Quantal response equilibria for normal form games
- Sophisticated experience-weighted attraction learning and strategic teaching in repeated games
- Two Competing Models of How People Learn in Games
Cited in
(23)- Bounded rationality for relaxing best response and mutual consistency: the quantal hierarchy model of decision making
- Equilibrium selection and the role of information in repeated matching markets
- Attainability of boundary points under reinforcement learning
- Bounded memory, inertia, sampling and weighting model for market entry games
- Attainment of equilibrium via Marshallian path adjustment: queueing and buyer determinism
- Learning in games with risky payoffs
- The minority of three-game: an experimental and theoretical analysis
- Coordination after gains and losses: is prospect theory's value function predictive for games?
- Equilibrium routing under uncertainty
- AI-driven liquidity provision in OTC financial markets
- Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization
- Learning in perturbed asymmetric games
- Strategies and evolution in the minority game: a multi-round strategy experiment
- Illusion of control in time-horizon minority and Parrondo games
- Learning in rent-seeking contests with payoff risk and foregone payoff information
- A class of evolutionary models for participation games with negative feedback
- Price-setting and attainment of equilibrium: posted offers versus an administered price
- A payoff-based learning procedure and its application to traffic games
- A case of evolutionarily stable attainable equilibrium in the laboratory
- An experiment on learning with limited information: nonconvergence, experimentation cascades, and the advantage of being slow.
- Markets for contracts: Experiments exploring the compatibility of games and markets for games
- Competition fosters trust
- Forward induction and market entry with an endogenous outside option
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