Large robust games

Econometrica

Volumn 72, Issue 6, 2004, Pages 1631-1665

  Kalai, Ehud ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Anonymous games; Bayesian equilibrium; Ex post nash; Nash equilibrium; Purification; Rational expectations; Robust equilibrium

Indexed keywords

ECONOMICS; INFORMATION DISSEMINATION; MATHEMATICAL MODELS; OPTIMIZATION; PROBABILISTIC LOGICS; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS);

ANONYMOUS GAMES; BAYESIAN EQUILIBRIUM; EX POST NASH; NASH EQUILIBRIUM (NE); PURIFICATION (GAME THEORY); RATIONAL EXPECTATIONS; ROBUST EQUILIBRIUM;

GAME THEORY;

EID: 8344250976     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00549.x     Document Type: Article

References (32)

1. ALI KHAN, M., AND Y. SUN (2002): "Non-Cooperative Games with Many Players," in Handbook of Game Theory with Economic Applications, Vol. 3, ed. by R. J. Aumann and S. Hart. Amsterdam: North-Holland, 1761-1808.
2. AL-NAJJAR, N., AND R. SMORODINSKY (2001): "Large Non-Anonymous Repeated Games," Games and Economic Behavior, 37, 26-39.
3. ALON, N., J. H. SPENCER, AND P. ERDOS (1992): The Probabilistic Method. New York: Wiley.
4. AUMANN, R. J., AND L. S. SHAPLEY (1974): Values of Nonatomic Games. Princeton: Princeton University Press.
5. BLONSKI, M. (2004): "Games in Aggregated Form," Unpublished Manuscript, Universitat Frankfurt.
6. CARTWRIGHT, E., AND M. WOODERS (2003): "On Equilibrium in Pure Strategies in Games with Many Players," Unpublished Manuscript, University of Warwick.
7. CHUNG, K. S, AND J. C. ELY (2000): "Efficient and Dominance Solvable Auctions with Interdependent Valuations," Unpublished Manuscript, Northwestern University.
8. CREMER, J., AND R. P. MCLEAN (1985): "Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands Are Interdependent," Econometrica, 53, 345-361.
9. ELLISON, G., AND D. FUDENBERG (2002): "Knife-Edge or Plateau: When Do Market Models Tip?" Unpublished Manuscript, MIT/Harvard.
10. FEDDERSEN, T., AND W. PESENDORFER (1997): "Voting Behavior and Information Aggregation in Elections with Private Information," Econometrica, 65, 1029-1058.
11. FORGES, F., AND E. MINELLI (1997): "Self-Fulfilling Mechanisms and Rational Expectations," Journal of Economic Theory, 75, 388-406.
12. _ (1998): "Self-Fulfilling Mechanisms in Bayesian Games," Games and Economic Behavior, 25, 292-310.
13. FUDENBERG, D., AND D. LEVINE (1988): "Open-Loop and Closed-Loop Equilibria in Dynamic Games with Many Players," Journal of Economic Theory, 44, 1-18.
14. GREEN, E. (1980): "Noncooperative Price Taking in Large Dynamic Markets," Journal of Economic Theory, 22, 155-182.
15. GREEN, J. R., AND J. J. LAFFONT (1987): "Posterior Implementability in a Two-Person Decision Problem," Econometrica, 55, 69-94.
16. GROSSMAN, S. J., AND J. E. STIGLITZ (1980): "On the Impossibility of Informationally Efficient Markets," American Economic Review, 70, 393-407.
17. HANSEN, L. P., AND T. SARGENT (2001): "Robust Control and Model Uncertainty," American Economic Review, 91, 60-66.
18. JORDAN, J. S., AND R. RADNER (1982): "Rational Expectations in Microeconomic Models: An Overview," Journal of Economic Theory, 26, 201-223.
19. KALAI, E., AND E. LEHRER (1993): "Rational Learning Leads to Nash Equilibrium," Econometrica, 61, 1019-1045.
20. KALAI, E., AND A. NEME (1992): "The Strength of a Little Perfection," International Journal of Game Theory, 20, 335-355.
21. KOVALENKOV, A., AND M. WOODERS (2001): "Epsilon Cores of Games with Limited Side Payments, Nonemptiness and Equal Treatment," Games and Economic Behavior, 36, 193-218.
22. KREPS, D., AND R. WILSON (1982): "Sequential Equilibria," Econometrica, 50, 863-894.
23. LUCE, D. L., AND H. RAIFFA (1957): Games and Decisions. New York: John Wiley &Sons.
24. MAILATH, G. J., AND A. POSTLEWAITE (1990): "Asymmetric Information Bargaining Problems with Many Agents," Review of Economic Studies, 57, 351-367.
25. PECK, J. (2003): "Large Market Games with Demand Uncertainty," Journal of Economic Theory, 109, 283-299.
26. PERRY, M., AND P. RENY (2003): "Toward a Strategic Foundation for Rational Expectations Equilibrium," Unpublished Manuscript, The Hebrew University.
27. PESENDORFER, W., AND J. SWINKELS (1997): "The Loser's Curse and Information Aggregation in Auctions," Econometrica, 65, 1247-1282.
28. RUSTICHINI, A., M. A. SATTERTHWAITE, AND S. R. WILLIAMS (1994): "Convergence to Efficiency in a Simple Market with Incomplete Information," Econometrica, 62, 1041-1064.
29. SABOURIAN, H. (1990): "Anonymous Repeated Games with a Large Number of Players and Random Outcomes," Journal of Economic Theory, 51, 92-110.
30. SCHMEIDLER, D. (1973): "Equilibrium Points of Nonatomic Games," Journal of Statistical Physics, 17, 295-300.
31. SHAPLEY, L. S., AND M. SHUBIK (1977): "Trade Using One Commodity as a Means of Payment," Journal of Political Economy, 85, 937-968.
32. WILSON, R. (1987): "Game-Theoretic Analyses of Trading Processes," in Advances in Economic Theory: Fifth World Congress, ed. by T. Bewley. Cambridge, U.K.: Cambridge University Press, 33-70.