Approximation and characterization of Nash equilibria of large games

Author(s)
Guilherme Carmona, Konrad Podczeck
Abstract

We characterize Nash equilibria of games with a continuum of players in terms of approximate equilibria of large finite games. This characterization precisely describes the relationship between the equilibrium sets of the two classes of games. In particular, it yields several approximation results for Nash equilibria of games with a continuum of players, which roughly state that all finite-player games that are sufficiently close to a given game with a continuum of players have approximate equilibria that are close to a given Nash equilibrium of the non-atomic game.

Organisation(s)
Department of Economics
External organisation(s)
University of Surrey
Journal
Economic Theory
Volume
73
Pages
679-694
No. of pages
16
ISSN
0938-2259
DOI
https://doi.org/10.1007/s00199-020-01314-9
Publication date
2020
Peer reviewed
Yes
Austrian Fields of Science 2012
502047 Economic theory
Keywords
ASJC Scopus subject areas
Economics and Econometrics
Portal url
https://ucrisportal.univie.ac.at/en/publications/approximation-and-characterization-of-nash-equilibria-of-large-games(5ebc7010-84f7-4c66-b79c-3b4914f37754).html