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Asymptotic Analysis of Stochastic Dynamic Games in Discrete Time with Many Players

John P. Curran


This paper gives an asymptotic analysis for stochastic dynamic games in discrete time with many players. Since the players in the game may not be rational, we allow any mixture of player algorithms that satisfy certain regularity conditions. We show that the stable equilibria of such games can be identified by considering a deterministic, continuous-time, measure-valued dynamical system.

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