Abstract
In this expository paper, we untangle the relationship between anonymous and non-anonymous versions of the theory of large games. Our treatment shows that the two formulations collapse to one essentially equivalent theory in the case of finite action spaces, and exhibit rich differences only when this finiteness is dispensed with.
A Preliminary version of this paper was presented as an invited talk at the K.E.S/T.I.Tech Conference on Nonlinear and Convex Analysis in Economic Theory held in Tokyo in July 1993. The current version was presented at the Microeconomics Workshops at Indiana University, both at Bloomington and at Indianapolis, and at Johns Hopkins. Both authors thank Professors Bob Anderson, Subir Chakrabarti, Joe Harrington, Leo Hurwicz, Sung Kim, Kali Rath, Neil Rothman, Bob Sandy, Akira Yamazaki, Shinji Yamashige and Makoto Yano for their questions and encouragement, but retain sole responsibility for errors. The work was completed during the visit of Yeneng Sun to the Department of Economics at Johns Hopkins in October-November 1993; both authors thank Lou Maccini for making this visit possible.
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Khan, M.A., Sun, Y. (1995). On Large Games with Finite Actions: A Synthetic Treatment. In: Maruyama, T., Takahashi, W. (eds) Nonlinear and Convex Analysis in Economic Theory. Lecture Notes in Economics and Mathematical Systems, vol 419. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48719-4_11
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DOI: https://doi.org/10.1007/978-3-642-48719-4_11
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