An asymptotic analysis of strategic behavior for exchange economies

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We consider strategic market games associated to exchange economies both in a framework with no uncertainty and with asymmetric information. We address the asymptotic convergence of active Nash equilibria of strategic market games to Walrasian ones for general sequences of economies whose distribution of characteristics has compact support.

Original languageEnglish
Pages (from-to)1-25
Number of pages25
JournalEconomic Theory
Issue number0
Publication statusPublished - 24 Jul 2017


  • Asymmetric information
  • Convergence
  • Price taking
  • Strategic market games


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