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Showing 1 to 9 of 9 for “"Perfect Bayesian Equilibrium"”.

  1. Essays on signaling games under ambiguity

    … updates his non-additive belief according to a f-Bayesian updating rule of Gilboa and Schmeidler (1993). When the types are unambiguous in the sense of Nehring (1999), the receiver's conditional preferences after updating on an ambiguous message are always of the subjective expected utility form. …

    vt Repository record for Essays on signaling games under ambiguity (opens in a new tab)

  2. Signaling, Extended Deterrence, and Regional Conflict Escalation: A Game Theory Model

    … deterrence situation. I solved the game for perfect Bayesian equilibrium and got seven equilibria, five of them pooling and two separating. Further examination of these equilibria revealed that only two patterns of equilibrium behavior are substantially interesting: successful extended …

    uiuc Repository record for Signaling, Extended Deterrence, and Regional Conflict Escalation: A Game Theory Model (opens in a new tab)

  3. Social networks : rational learning and information aggregation

    … embedded in complex networks. We analyze the perfect Bayesian equilibrium of a dynamic game where each agent sequentially receives a signal about an underlying state of the world, observes the past actions of a stochastically-generated neighborhood of individuals, and chooses one of two …

    mit Repository record for Social networks : rational learning and information aggregation (opens in a new tab)

  4. Essays on bargaining and repeated games

    … individually rational payoffs are attainable in perfect Bayesian equilibrium. Thus, whether reputation effects emerge in repeated games with contracts depends on details of the prior distribution over behavioral types other than its support. The second essay studies reputational bargaining under …

    mit Repository record for Essays on bargaining and repeated games (opens in a new tab)

  5. Observational learning with finite memory

    … subsequent agents. We investigate whether in a Perfect Bayesian Equilibrium of this model individual's decisions converge to the correct state of the world, in probability, and we show that this cannot happen for any K and any discount factor if private signals' informativeness is bounded. As a …

    mit Repository record for Observational learning with finite memory (opens in a new tab)

  6. On the relationship of derivative assets to their underlying instruments

    … to liquidate or deliver on the contract. A perfect Bayesian equilibrium concept is used in which traders must decide whether to liquidate or deliver given the realization of the first period equilibrium futures price. If detected by floor brokers who competitively bid prices to their …

    vt Repository record for On the relationship of derivative assets to their underlying instruments (opens in a new tab)

  7. Essays on the Theory of Two-Sided Markets

    … in nature. To analyze these and determine their equilibrium, the tools of game theory are used. Depending on the type of model, the aim is to determine the subgame-perfect Nash equilibrium or the symmetric perfect Bayesian equilibrium. In the dissertation, the following results can be …

    corvinus Repository record for Essays on the Theory of Two-Sided Markets (opens in a new tab)

  8. Essays on Economic Decision Making

    … behavioral hypothesis. The Hypothesis Testing Equilibrium (HTE) is proposed to provide an explanation for posterior beliefs from the player. The notion of HTE admits belief updates for all events including zero-probability events. In addition, this chapter introduces well-motivated …

    vt Repository record for Essays on Economic Decision Making (opens in a new tab)

  9. Essays on Applied Game Theory and Public Economics

    … but prompts the parties to divert more funds. Perfectly informed signal senders need to communicate their true type (productivity or ability) which is often private information to potential receivers. While tests are commonly used as measures of applicants' productivity, the accuracy of them …

    vt Repository record for Essays on Applied Game Theory and Public Economics (opens in a new tab)