Markets, correlation, and regret-matching

DOI10.1016/J.GEB.2015.06.009MaRDI QIDQ495654zbMATHOpenAlexWikidataFDO

Authors Sergiu Hart, Andreu Mas-Colell

Publication date 15 September 2015

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.geb.2015.06.009

zbMATH Keywords

dynamicscorrelated equilibriumWalrasian equilibriumdeterministic regret-matching dynamicsexchange economiesHannan setimplementation of Walrasian equilibriaregret-matchingsocially concave gamessunspot equilibrium

Mathematics Subject Classification ID

Noncooperative games (91A10) Other game-theoretic models (91A40) General equilibrium theory (91B50) Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites work

• scientific article; zbMATH DE number 3128728 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• A general class of adaptive strategies
• An analog of the minimax theorem for vector payoffs
• Correlated equilibria and sunspots
• Correlated equilibrium and sunspot equilibrium
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Existence of an Equilibrium for a Competitive Economy
• Feasible and Continuous Implementation
• Level Sets and Continuity of Conjugate Convex Functions
• Microeconomic theory
• On the convergence of regret minimization dynamics in concave games
• Outcome Functions Yielding Walrasian and Lindahl Allocations at Nash Equilibrium Points
• Prediction, Learning, and Games
• Regret-based continuous-time dynamics.
• Simple adaptive strategies. From regret-matching to uncoupled dynamics. With the collaboration of Yakov Babichenko, Amotz Cahn, Yishay Mansour and David Schmeidler
• Strategically zero-sum games: The class of games whose completely mixed equilibria cannot be improved upon
• Subjectivity and correlation in randomized strategies
• Sunspots, correlation and competition
• Walrasian Analysis via Strategic Outcome Functions

Cited in

(4)

• Strong robustness to incomplete information and the uniqueness of a correlated equilibrium
• Delegation and ambiguity in correlated equilibrium
• The evolution of monetary equilibrium
• Smooth calibration, leaky forecasts, finite recall, and Nash dynamics

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