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Inference for Games with Many Players

机译:多人游戏推理

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We develop an asymptotic theory for static discrete-action games with a large number of players, and propose a novel inference approach based on stochastic expansions around the limit of the finite-player game. Our analysis focuses on anonymous games in which payoffs are a function of the agent's own action and the empirical distribution of her opponents' play. We establish a law of large numbers and central limit theorem which can be used to establish consistency of point or set estimators and asymptotic validity for inference on structural parameters as the number of players increases. The proposed methods as well as the limit theory are conditional on the realized equilibrium in the observed sample and therefore do not require any assumptions regarding selection among multiple equilibria.
机译:我们为具有大量玩家的静态离散动作游戏开发了一种渐近理论,并提出了一种基于有限玩家游戏极限附近的随机展开的新颖推理方法。我们的分析着重于匿名游戏,在这些游戏中,收益是代理人自己的行为以及对手的游戏经验分布的函数。我们建立了一个大数定律和中心极限定理,该定理可用于建立点或集合估计的一致性以及随着玩家人数的增加而推断结构参数的渐近有效性。所提出的方法和极限理论以观察到的样品中已实现的平衡为条件,因此不需要任何关于在多个平衡中进行选择的假设。

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