Fictitious play property of the Nash demand game
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | In, Younghwan | ko |
| dc.date.accessioned | 2014-08-27 | - |
| dc.date.available | 2014-08-27 | - |
| dc.date.created | 2014-01-10 | - |
| dc.date.created | 2014-01-10 | - |
| dc.date.issued | 2014-03 | - |
| dc.identifier.citation | ECONOMICS LETTERS, v.122, no.3, pp.408 - 412 | - |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/187188 | - |
| dc.description.abstract | We show that the Nash demand game has the fictitious play property. We also show that almost every fictitious play process and its associated belief path converge to a pure-strategy Nash equilibrium in the Nash demand game. (C) 2014 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.publisher | ELSEVIER SCIENCE SA | - |
| dc.title | Fictitious play property of the Nash demand game | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000332053600008 | - |
| dc.identifier.scopusid | 2-s2.0-84892879673 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 122 | - |
| dc.citation.issue | 3 | - |
| dc.citation.beginningpage | 408 | - |
| dc.citation.endingpage | 412 | - |
| dc.citation.publicationname | ECONOMICS LETTERS | - |
| dc.identifier.doi | 10.1016/j.econlet.2013.12.017 | - |
| dc.embargo.liftdate | 9999-12-31 | - |
| dc.embargo.terms | 9999-12-31 | - |
| dc.contributor.localauthor | In, Younghwan | - |
| dc.description.isOpenAccess | N | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordAuthor | Bargaining | - |
| dc.subject.keywordAuthor | Nash demand game | - |
| dc.subject.keywordAuthor | Fictitious play | - |
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