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Truthful Revelation Mechanisms for Simultaneous Common Agency Games

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Author Info
Alessandro Pavan
Giacomo Calzolari

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Abstract

This paper considers games in which multiple principals contract simultaneously with the same agent. We introduce a new class of revelation mechanisms that, although it does not always permit a complete equilibrium characterization, it facilitates the characterization of the equilibrium outcomes that are typically of interest in applications (those sustained by pure-strategy profiles in which the agent's behavior in each relationship is Markov, i.e., it depends only on payoff-relevant information such as the agent's type and the decisions he is inducing with the other principals). We then illustrate how these mechanisms can be put to work in environments such as menu auctions, competition in nonlinear tariffs, and moral hazard settings. Lastly, we show how one can enrich the revelation mechanisms, albeit at a cost of an increase in complexity, to characterize also equilibrium outcomes sustained by non-Markov strategies and/or mixed-strategy profiles.

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Publisher Info
Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 85.

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Length: 51 pages
Date of creation: 2008
Date of revision:
Handle: RePEc:cca:wpaper:85

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Related research
Keywords: Mechanism design; contracts; revelation principle; menus; endogenous payoff-relevant information;

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Find related papers by JEL classification:
D89 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Other
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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  1. Elena Vigna, 2009. "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," Carlo Alberto Notebooks 108, Collegio Carlo Alberto, revised 2009. [Downloadable!]
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This page was last updated on 2009-11-2.


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