Titelaufnahme

Titel
Dynamic consistency in incomplete information games with multiple priors / Marieke Pahlke
VerfasserPahlke, Marieke
ErschienenBielefeld : Center for Mathematical Economics (IMW), August 2018
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Elektronische Ressource
Umfang1 Online-Ressource (54 Seiten)
SerieCenter for Mathematical Economics Working papers ; 599
URNurn:nbn:de:hbz:6:2-103452 Persistent Identifier (URN)
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Dynamic consistency in incomplete information games with multiple priors [0.5 mb]
Zusammenfassung

This paper generalizes the concept of Sequential Equilibrium to allow for ambiguous incomplete information about types or states. We characterize conditions that ensure existence of Sequential Equilibria under ambiguous incomplete information. Under these conditions players form subjective prior belief sets that satisfy a rectangularity condition which leads to dynamically consistent behavior. Furthermore, we give an example which shows that ambiguity can introduce new Sequential Equilibria.

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