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Concave Pro-rata Games: Numerics
Authors:
(1) Nicholas A. G. Johnson ([email protected]);
(2) Theo Diamandis ([email protected]);
(3) Alex Evans ([email protected]);
(4) Henry de Valence ([email protected]);
(5) Guillermo Angeris ([email protected]).
Table of Links
1.1 Symmetric pure strict equilibrium
2 Batched decentralized exchanges
A Numerics
The results of §1 provide insight into the equilibrium behavior of concave pro-rata games. Here we explore the transient behavior of such games through simulation.
Shared equilibrium. The (unique) symmetric pure equilibrium strategy is the solution to problem (4). This is easy to compute using the first order optimality conditions for problem (4) given in (6). Plugging in this particular form of f, we obtain the following quadratic equation:
For more details, the code is available at (anonymized for review).
This paper is available on arxiv under CC BY 4.0 DEED license.
L O A D I N G
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