Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information
نویسندگان
چکیده
منابع مشابه
Generalized Maximum Entropy estimation of discrete sequential move games of perfect information
We propose a data-constrained generalized maximum entropy estimator for discrete sequential move games of perfect information. Unlike most other work on the estimation of complete information games, the method we proposed is data constrained and requires no simulation or assumptions about the distribution of random preference shocks. We formulate the GME estimation as a (convex) mixed-integer n...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1522783