Large deviations and multinomial probit choice

DOI10.1016/j.jet.2011.06.013zbMath1255.91045MaRDI QIDQ643287

Emin Dokumacı, William H. Sandholm

Publication date: 28 October 2011

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2011.06.013

zbMATH Keywords

stochastic stability; large deviations theory; multinomial probit model; discrete choice theory; stochastic evolutionary game theory

Mathematics Subject Classification ID

60F10: Large deviations

91A15: Stochastic games, stochastic differential games

91A22: Evolutionary games

Related Items

Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games, Transitions between equilibria in bilingual games under probit choice, A one-shot deviation principle for stability in matching problems, Stochastic stability in assignment problems, Evolutionary game theory: a renaissance, Reference-dependent preferences, super-dominance and stochastic stability, Positive feedback in coordination games: stochastic evolutionary dynamics and the logit choice rule, A stochastic stability analysis with observation errors in normal form games, Tributes to Bill Sandholm, Stochastic dynamics and Edmonds' algorithm, Large deviations and stochastic stability in population games, Exit from equilibrium in coordination games under probit choice, Competing conventions with costly information acquisition

Cites Work

• Unnamed Item
• The statistical mechanics of strategic interaction
• A multinomial probit model of stochastic evolution.
• Learning, Mutation, and Long Run Equilibria in Games
• The Evolution of Conventions
• Inequalities for Stochastic Nonlinear Programming Problems