The presence of multiple equilibria in games is a big challenge for identification and estimation. Without information of the equilibrium selection, it is impossible to perform counterfactual analysis. Allowing for possibly multiple equilibria, this paper provides nonparametric identification of finite games with incomplete information. Upon observing players’ actions from cross-sectional games...

In game theory, strategy for a player is defined as “a set of rules that describe exactly how (...) [a] player should choose, depending on how the [other] players have chosen at earlier moves” [14]. Notice that this definition of strategies is static, and presumably constructed before the game is actually played. For example, consider chess. According to Zermelo’s well-known theorem, chess is d...

We present a simple primal-dual algorithm for computing approximate Nash equilibria in two-person zero-sum sequential games with incomplete information and perfect recall (like Texas Hold’em poker). Our algorithm only performs basic iterations (i.e matvec multiplications, clipping, etc., and no calls to external first-order oracles, no matrix inversions, etc.) and is applicable to a broad class...

Games with imperfect information are an interesting and important class of games. They include most card games (e.g., bridge and poker), as well as many economic and political models. Here, we investigate algorithms for solving imperfect information games expressed in their extensive (game-tree) form. In particular, we consider algorithms for the simplest form of solution | a pure-strategy equi...