A game of Competition for Risk

Code for the paper "A game of Competition for Risk". pdf

Files

• experiments.py: the main file to produce all plots to the plots/ folder. Launch it to reproduce all our experiments.
• game.py: defines the Competition for Risk game
• multiple_players.py: analytical solution to the CfR game in the absence frictions and correlations.
• regret_matching.py: implements the regret matching algorithm to find correlated equilibria efficiently. Supports discrete and continuous games.
• nashconv.py: implements the NashConv metric for exploitability and the novel QuasiNashConv that extends it to continuous games.
• linear_solver.py: linear program to solve correlated equilibria and check the diameter of the set of correlated equilibria using our novel method.
• bivariate_normal.py: CDF of the bivariate normal distribution, but FASSST (using numba).