Search results for "Equilibrium selection"

showing 10 items of 11 documents

On the Coincidence of the Feedback Nash and Stackelberg Equilibria in Economic Applications of Differential Games

2002

In this paper the scope of the applicability of the Stackelberg equilibrium concept in differential games is investigated. Firstly, conditions for obtaining the coincidence between the Stackelberg and Nash equilibria are defined in terms of the instantaneous pay-off function and the state equation of the game. Secondly, it is showed that for a class of differential games with state-interdependence both equilibria are identical independently of the player being the leader of the game. A survey of different economic models shows that this coincidence is going to occur for a good number of economic applications of differential games. This result appears because of the continuous-time setting i…

Computer Science::Computer Science and Game TheoryCorrelated equilibriumMathematical optimizationjel:D62Differential Games; Stationary Feedback Nash Equilibrium; Stationary Feedback Stackelberg Equilibrium; Coincidence.ComputingMilieux_PERSONALCOMPUTINGjel:C73Trembling hand perfect equilibriumjel:H41Differential games stationary feedback Nash equilibrium stationary feedback Stackelberg equilibrium.symbols.namesakeEquilibrium selectionNash equilibriumBest responsejel:Q20jel:Q30Repeated gameEconomicsStackelberg competitionsymbolsEpsilon-equilibriumMathematical economicsSSRN Electronic Journal
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Multiproduct trading with a common agent under complete information: Existence and characterization of Nash equilibrium

2014

This paper focuses on oligopolistic markets in which indivisible goods are sold by multiproduct firms to a continuum of homogeneous buyers, with measure normalized to one, who have preferences over bundles of products. Our analysis contributes to the literature on private, delegated agency games with complete information, extending the insights by Chiesa and Denicolò (2009) to multiproduct markets with indivisibilities and where the agent's preferences need not be monotone. By analyzing a kind of extended contract schedules -mixed bundling prices- that discriminate on exclusivity, the paper shows that efficient equilibria always exist in such settings. There may also exist inefficient equil…

Economics and EconometricsSequential equilibriumjel:D4105 social sciencesjel:C72Trembling hand perfect equilibriumSymmetric equilibrium050301 educationjel:D21jel:D43Multiproduct Price Competition Delegated Agency Games Mixed Bundling Prices Subgame Perfect Nash Equilibrium Strong EquilibriumSubgame perfect equilibriumMicroeconomicssymbols.namesakeSubgameNash equilibriumEquilibrium selection0502 economics and businessjel:L13symbolsEconomicsEpsilon-equilibrium0503 educationMathematical economics050205 econometrics
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Asset Markets and Equilibrium Selection in Public Goods Games with Provision Points: An Experimental Study

2001

This paper reports the experimental results of implicit pre-play communication on the equilibrium selection in threshold public goods game experiments. The existence of an asset market in which the right to participate in a public goods game with a provision point is auctioned off among a larger group in a first stage is found to enhance significantly the contribution to the provision of the public good in a subsequent second stage. Though, contributions declined on average in the repeated public goods game when subjects were endowed with the right to play, they increased when subjects purchased the right to play. Once reached the Pareto-dominant equilibrium in the second stage, the auction…

MicroeconomicsEntry costEquilibrium selectionPublic goods gameEconomicsAsset marketAsset (economics)Public goodRobustness (economics)Discount pointsSSRN Electronic Journal
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Conflict and segregation in networks: An experiment on the interplay between individual preferences and social influence

2016

We examine the interplay between a person's individual preference and the social influence others exert. We provide a model of network relationships with conflicting preferences, where individuals are better off coordinating with those around them, but where not all have a preference for the same action. We test our model in an experiment, varying the level of conflicting preferences between individuals. Our findings suggest that preferences are more salient than social influence, under conflicting preferences: subjects relate mainly with others who have the same preferences. This leads to two undesirable outcomes: network segregation and social inefficiency. The same force that helps peopl…

Statistics and Probability0209 industrial biotechnology021103 operations researchApplied Mathematicsjel:D85jel:C72jel:D820211 other engineering and technologiesjel:C6202 engineering and technologyEconomiaHeterogeneity Social Networks Formation Equilibrium selectionPreferenceTest (assessment)020901 industrial engineering & automationAction (philosophy)SalientEquilibrium selectionModeling and SimulationEconomicsInefficiencySocial psychologySocial influenceJournal of Dynamics and Games
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Consensus in Noncooperative Dynamic Games: a Multi-Retailer Inventory Application

2008

We focus on Nash equilibria and Pareto optimal Nash equilibria for a finite horizon noncooperative dynamic game with a special structure of the stage cost. We study the existence of these solutions by proving that the game is a potential game. For the single-stage version of the game, we characterize the aforementioned solutions and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multistage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately, not necessarily Pareto op…

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryCorrelated equilibriumSequential gameComputer scienceDynamic programmingSubgame perfect equilibriumsymbols.namesakeCoordination gameElectrical and Electronic EngineeringRisk dominanceFolk theoremPrice of stabilityNon-credible threatGame theoryCentipede gameImplementation theoryNon-cooperative gameInventoryNormal-form gameStochastic gameComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALComputer Science ApplicationsConsensus protocols; Dynamic programming; Game theory; InventoryConsensus protocolsZero-sum gameControl and Systems EngineeringNash equilibriumEquilibrium selectionBest responsesymbolsRepeated gameEpsilon-equilibriumConsensus protocols; Dynamic programming; Game theory; Inventory;Potential gameSolution conceptMathematical economicsGame theory
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Distributed Consensus in Noncooperative Inventory Games

2009

This paper deals with repeated nonsymmetric congestion games in which the players cannot observe their payoffs at each stage. Examples of applications come from sharing facilities by multiple users. We show that these games present a unique Pareto optimal Nash equilibrium that dominates all other Nash equilibria and consequently it is also the social optimum among all equilibria, as it minimizes the sum of all the players’ costs. We assume that the players adopt a best response strategy. At each stage, they construct their belief concerning others probable behavior, and then, simultaneously make a decision by optimizing their payoff based on their beliefs. Within this context, we provide a …

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryInformation Systems and ManagementGeneral Computer ScienceManagement Science and Operations ResearchIndustrial and Manufacturing Engineeringsymbols.namesakeSettore ING-INF/04 - AutomaticaGame theory; Multi-agent systems; Inventory; Consensus protocolsEconomicsRisk dominanceGame theoryMulti-agent systemsStochastic gameInventoryComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALRationalizabilityConsensus protocols; Game theory; Inventory; Multi-agent systemsConsensus protocolsMulti-agent systemNash equilibriumEquilibrium selectionModeling and SimulationBest responsesymbolsRepeated gameEpsilon-equilibriumSettore MAT/09 - Ricerca OperativaMathematical economics
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Heterogeneous network games: Conflicting preferences

2013

Proceeding at: 2nd Annual UECE Lisbon Meeting: Game Theory and Applications, took place 2010, November, 4-6, in Lisbon (Portugal). The event Web site http://pascal.iseg.utl.pt/~uece/lisbonmeetings2010/ In many economic situations, a player pursues coordination or anti-coordination with her neighbors on a network, but she also has intrinsic preferences among the available options. We here introduce a model which allows to analyze this issue by means of a simple framework in which players endowed with an idiosyncratic identity interact on a social network through strategic complements or substitutes. We classify the possible types of Nash equilibria under complete information, finding two thr…

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game Theoryjel:Z13Economics and EconometricsMatemáticasjel:D85Heterogeneity Networks Nash Equilibrium StabilitySocial networksjel:D03MicroeconomicsCOMPLEMENTARITIESsymbols.namesakeBayesian gameEconomicsCoordination gameStrategic complementsjel:C72ComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALNetwork formationNash equilibriumEquilibrium selectionBest responsejel:L14Bayesian equilibriumsymbolsHeterogeneityEpsilon-equilibriumMathematical economicsFinanceIncomplete informationGames and Economic Behavior
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Noncooperative dynamic games for inventory applications: A consensus approach

2008

We focus on a finite horizon noncooperative dynamic game where the stage cost of a single player associated to a decision is a monotonically nonincreasing function of the total number of players making the same decision. For the single-stage version of the game, we characterize Nash equilibria and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multi-stage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately not necessarily Pareto optimal. The algorithm returns a seque…

TheoryofComputation_MISCELLANEOUSDynamic gamesComputer Science::Computer Science and Game TheoryMathematical optimizationCorrelated equilibriumSequential gameConsensus ProtocolsComputer scienceA-priori; Consensus protocols; Dynamic games; Finite horizons; Inventory; Inventory systems; Joint decisions; Multi stages; Nash equilibrium; Pareto-optimal; Single stages; Unilateral improvementsSymmetric equilibriumOutcome (game theory)Joint decisionsNash equilibriumFinite horizonsMulti stagessymbols.namesakeBayesian gameSettore ING-INF/04 - AutomaticaPareto-optimalA-prioriCoordination gameFolk theoremPrice of stabilityRisk dominanceNon-credible threatConsensus Protocols Dynamic Programming Game Theory InventoryInventory systemsTraveler's dilemmaNormal-form gameStochastic gameInventoryComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALMinimaxConsensus protocolsEquilibrium selectionNash equilibriumBest responseSingle stagesRepeated gamesymbolsEpsilon-equilibriumSettore MAT/09 - Ricerca OperativaSolution conceptDynamic Programming Game TheoryUnilateral improvementsMathematical economicsGame theoryConsensus Protocols; Dynamic Programming Game Theory; Inventory
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ASSET MARKETS AND EQUILIBRIUM SELECTION IN PUBLIC GOODS GAMES WITH PROVISION POINTS: AN EXPERIMENTAL STUDY

2001

We report experimental results on the effects that auctioning the right to play a public goods game with a provision point may have on equilibrium selection and individual behavior. Auctioning off such a right among a larger population of players strikingly enhances public good provision. Once public good provision is obtained, the auction price at the preliminary stage increases to its upper limit, dissipating all players’ gains associated with the provision of the public good. Individual deviations from the equilibrium strategy are neither able to force lower market prices nor to affect provision of the public good in subsequent periods. (JEL C72, C92, H41) I. INTRODUCTION Public good pro…

TheoryofComputation_MISCELLANEOUSEconomics and Econometricseducation.field_of_studyStrategic dominancePopulationTheoryofComputation_GENERALPublic goodGeneral Business Management and AccountingFree ridingMicroeconomicsEquilibrium selectionPublic Goods; Provision Points; Experimental Markets.Market pricePublic goods gameEconomicseducationMarket failure
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Introspection and equilibrium selection in 2 � 2 matrix games

1994

Game theory lacks an explanation of how players' beliefs are formed and why they are in equilibrium. This is the reason why it has failed to make significant advances with the problem of equilibrium selection even for quite siniple games, as 2x2 games with two strict Nash equilibria. Our paper models the introspection process by which the selected equilibrium is achieved in this class of games. Players begin their analysis with imprecise priors, obtained under weak restrictions formulated as Axioms. For a large class of reasoning dynamics we obtain as the solution the risk dominant Nash equilibrium.

TheoryofComputation_MISCELLANEOUSStatistics and ProbabilityComputer Science::Computer Science and Game TheoryEconomics and EconometricsSequential equilibriumMathematical optimizationComputingMilieux_PERSONALCOMPUTINGSymmetric equilibriumTrembling hand perfect equilibriumTheoryofComputation_GENERALsymbols.namesakeMathematics (miscellaneous)Nash equilibriumEquilibrium selectionBest responseEconomicssymbolsStatistics Probability and UncertaintyEpsilon-equilibriumSolution conceptMathematical economicsSocial Sciences (miscellaneous)International Journal of Game Theory
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