Large deviations and multinomial probit choice

DOI10.1016/j.jet.2011.06.013zbMath1255.91045OpenAlexW2074902372MaRDI 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 stabilitylarge deviations theorymultinomial probit modeldiscrete choice theorystochastic evolutionary game theory

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic games, stochastic differential games (91A15) Evolutionary games (91A22)

Related Items (13)

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

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

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