The Role of Absolute Continuity in "Merging of Opinions" and "Rational Learning"

Games and Economic Behavior

Volumn 29, Issue 1, 1999, Pages 170-190

  Miller, Ronald I ^a   Sanchirico, Chris William ^b  

^a Columbia University ^*  (United States)

^b UNIVERSITY OF VIRGINIA SCHOOL OF LAW   (United States)

Author keywords

Bayesian learning; Learning in games; Merging of opinions; Rational learning

Indexed keywords

EID: 0141591875     PISSN: 08998256     EISSN: None     Source Type: Journal    
DOI: 10.1006/game.1999.0752     Document Type: Article

References (15)

1. Araujo, A., and Sandroni, A. (1996). "On the Convergence to Homogeneous Expectations When Markets Are Complete," Northwestern University, mimeo.
2. Ash, R. (1972). Real Analysis and Probability, Boston: Academic Press.
3. Billingsley, P. (1995). Probability and Measure, 3rd ed., New York: Wiley.
4. Blackwell, D., and Dubins, L. (1962). "Merging of Opinions with Increasing Information," Ann. Math. Statist. 38, 882-886.
5. Dhrymes, P. (1993). Topics in Advanced Econometrics: Probability Foundations, New York: Springer-Verlag.
6. Hurkens, S. (1994). "Learning by Forgetful Players," CentER for Economic Research, Tilburg University, Discussion Paper No. 9437.
7. Kalai, E., and Lehrer, E. (1993). "Rational Learning Leads to Nash Equilibrium," Econometrica 61, 1019-1045.
8. Kalai, E., and Lehrer, E. (1994). "Weak and Strong Merging of Opinions," J. Math. Econ. 23 73-86.
9. Lehrer, E., and Smorodinsky, R. (1996). "Compatible Measures and Merging," Math. Oper. Res. 21, 697-706.
10. Miller, R., and Sanchirico, C. (1997). "Almost Everybody Disagrees Almost All the Time: The Genericity of Weakly Merging Nowhere," Columbia University Discussion Paper No. 9697-25. Available for download from www.columbia.edu/~cs282.
11. Nachbar, J. (1997). "Prediction, Optimization, and Learning in Repeated Games," Econometrica 65, 275-309.
12. Sanchirico, C. W. (1996). "A Probabilistic Model of Learning in Games," Econometrica 64, 1375-1393.
13. Shiryaev, A. (1996). Probability, New York: Springer-Verlag.
14. Sonsino, D. (1994). "Learning to Learn, Pattern Recognition, and Nash Equilibrium," Stanford Graduate School of Business, mimeo.
15. Stokey, N., and Lucas, R. E., Jr. (1989). Recursive Methods in Economic Dynamics, Cambridge, MA: Harvard Univ. Press.