Search results for "Stochastic Game"

showing 10 items of 43 documents

Stackelberg Equilibrium with Many Leaders and Followers. The Case of Setup Costs

2016

I provide conditions that guarantee that a Stackelberg game with a setup cost and an integer number of leaders and followers has an equilibrium in pure strategies. The main feature of the game is that when the marginal follower leaves the market the price jumps up, so that a leader’s payoff is neither continuous nor quasiconcave. To show existence I check that a leader’s value function satisfies the following single crossing condition: When the other leaders produce more the leader never accommodates entry of more followers. If demand is strictly logconcave, and if marginal costs are both non decreasing and not flatter than average costs, then a Stackelberg equilibrium exists. Besides showi…

MicroeconomicsMarginal costQuasiconvex functionBellman equationStochastic gameEconomicsStackelberg competitionDeterrence theoryMarket powerCournot competitionMathematical economicsSSRN Electronic Journal
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Optimal Imperfect Commitments in a Negotiation with a Deadline

2001

One major finding of the bargaining literature is that the more irrevocable a commitment is, the better for the committed player. One notable exception is Fershtman and Seidmann (1993) bilateral negotiation where the commitment not only does not improve the committed player's payoff but also it results in inefficient delays. In this paper we relax two assumptions of the bargaining literature related to the uncertainty and irrevocability of commitments. We allow players not only to possess imperfect commitments but also to choose the degree of imperfection of their commitment. When these assumptions are incorporated in Fershtman and Seidmann (1993)'s model, we obtain that, on the one hand, t…

MicroeconomicsNegotiationCommercemedia_common.quotation_subjectStochastic gameEconomicsImperfectDegree (music)media_commonSSRN Electronic Journal
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Commitment and strikes in wage bargaining

2000

Abstract This paper analyzes the long-run strategic relationship between a firm and a union as a repeated bargaining game, where there is incomplete information on the player's motivation on both sides and each party has a fall-back position. The firm and the union will engage in a reputation-building activity, that will produce a limited number of strikes over time. The bargainer that succeeds in building up a reputation for toughness and obtains a favorable payoff in the long-run is, either the more patient (or alternatively the more centralized), or the party with a higher initial probability of stubbornness, or the party with a smaller fall-back position. Our model also offers predictio…

MicroeconomicsOrganizational Behavior and Human Resource ManagementEconomics and EconometricsLabour economicsComplete informationmedia_common.quotation_subjectStochastic gameEconomicsPosition (finance)Reputationmedia_commonWage bargainingLabour Economics
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On the Acceptability of the Ambient Tax Mechanism: An Experimental Investigation

2009

There is a common belief among nonpoint source pollution managers that ambient taxes are likely to raise acceptability problems. In this paper, we empirically assess the acceptability of ambient taxes. Concretely, we ask participants in an experiment to play the role of polluters who choose between (A) an ambient tax scheme and (B) an individual tax system (polluters are heterogeneous, with small, medium and large capacity polluters). In case (A), polluters' payoff depends on total emissions and on natural variability whereas in case (B) polluters earn a sure payoff. The sure payoff level reflects polluters' maximal profit under the individual tax system and ranges from 40% to 95% of pollut…

MicroeconomicsTax creditStochastic gameDeferred taxEconomicsTax basisNatural variabilityIndirect taxProfit (economics)Group decision-makingSSRN Electronic Journal
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Participation Costs for Responders Can Reduce Rejection Rates in Ultimatum Bargaining

2008

This paper reports data from an ultimatum mini-game in which responders first had to choose whether or not to participate. Participation was costly, but the participation cost was smaller than the minimum payoff that a responder could guarantee himself in the ultimatum game. Compared to a standard treatment, we find that the rejection rate of unfavorable offers is significantly reduced when participation is costly. A possible explanation based on cognitive dissonance is offered.

MicroeconomicsUltimatum gameStochastic gameEconomicsCognitive dissonanceUltimatum bargainingRejection ratehealth care economics and organizationsSunk costsSSRN Electronic Journal
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Strong Quantum Solutions in Conflicting Interest Bayesian Games

2017

Quantum entanglement has been recently demonstrated as a useful resource in conflicting-interest games of incomplete information between two players, Alice and Bob [Pappa et al., Phys. Rev. Lett. 114, 020401 (2015)]. The general setting for such games is that of correlated strategies where the correlation between competing players is established through a trusted common adviser; however, players need not reveal their input to the adviser. So far, the quantum advantage in such games has been revealed in a restricted sense. Given a quantum correlated equilibrium strategy, one of the players can still receive a higher than quantum average payoff with some classically correlated equilibrium str…

PhysicsClass (set theory)Correlated equilibriumComputer Science::Computer Science and Game TheoryQuantum PhysicsBayesian probabilityStochastic gameFOS: Physical sciencesQuantum entanglement01 natural sciences010305 fluids & plasmasAlice and BobComplete information0103 physical sciencesStatistical physics010306 general physicsQuantum Physics (quant-ph)Mathematical economicsQuantum
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Pool punishment in public goods games: How do sanctioners’ incentives affect us?

2021

Abstract Centralized sanctioning in social dilemmas has been shown to increase efficiency with respect to standard decentralized peer punishment. In this context, we explore the impact of sanctioners’ motivations through their payoff scheme, not only on their actions but also on the actions of the monitored individuals. To do so, we compare the implementation of two different payoff schemes for the monitor in a centralized sanctioning framework: (i) a fixed payoff scheme and (ii) a variable payoff scheme contingent on the level of cooperation achieved. We find that providing the sanctioner with a contingent payoff has a negative impact on contributions. This occurs although sanctioners impl…

Physics::Physics and SocietyComputer Science::Computer Science and Game Theory0303 health sciencesOrganizational Behavior and Human Resource ManagementEconomics and EconometricsPunishment (psychology)05 social sciencesStochastic gameContext (language use)Social dilemmaExperimental economicsPublic good0506 political scienceMicroeconomics03 medical and health sciencesIncentive050602 political science & public administrationEconomicsPublic goods gameQuantitative Biology::Populations and Evolution030304 developmental biologyJournal of Economic Behavior & Organization
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Uniform measure density condition and game regularity for tug-of-war games

2018

We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors. peerReviewed

Statistics and ProbabilityIndependent and identically distributed random variablesComputer Science::Computer Science and Game Theorygame regularitydensity estimate for the sum of i.i.d. random vectorsTug of war01 natural sciencesMeasure (mathematics)$p$-regularityMathematics - Analysis of PDEsFOS: MathematicsApplied mathematicspeliteoriastochastic games0101 mathematics91A15 60G50 35J92Mathematicsp-harmonic functionsstokastiset prosessit$p$-harmonic functionsosittaisdifferentiaaliyhtälöthitting probability010102 general mathematicsStochastic gametug-of-war gamesProbability (math.PR)uniform measure density condition010101 applied mathematicsNoiseuniform distribution in a ballMathematics - ProbabilityAnalysis of PDEs (math.AP)
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Approachability in Population Games

2014

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a population of individuals with given distribution on actions. First, convergence conditions are revisited based on the common prior on the population distribution, and we define the notion of \emph{1st-moment approachability}. Second, we develop a model of two coupled partial differential equations (PDEs) in the spirit of mean-field game theory: one describing the best-response of every player given the population distribution (this is a \emph{Hamilton-Jacobi-Bell…

Statistics and Probabilityeducation.field_of_studyComputer Science::Computer Science and Game TheoryMEAN-FIELD GAMESComputer scienceApproachabilityREGRETApplied MathematicsPopulationStochastic gameRegretContext (language use)91A13ApproachabilityEVOLUTIONComplete informationOptimization and Control (math.OC)Modeling and SimulationBest responseFOS: MathematicseducationMathematical economicsGame theoryMathematics - Optimization and Controlpopulation 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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