Abstract
This paper discusses computational issues raised by ageneric solution and estimation methodology applicableto a broad range of empirical game theoretic modelswith incomplete information. By combining the use ofMonte Carlo simulation techniques with that of smoothkernel estimation of empirical distribution functions,the authors develop a numerical algorithm ofunparalleled performance and flexibility applicable,in particular, to models for which no operationalsolutions currently exist. An illustration to a set ofprocurement data from the French aerospace industry isused to illustrate the operation of this algorithm.
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Armantier, O., Richard, JF. Empirical Game Theoretic Models: Computational Issues. Computational Economics 15, 3–24 (2000). https://doi.org/10.1023/A:1008626508882
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DOI: https://doi.org/10.1023/A:1008626508882