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The folk theorem for repeated games with observation costs

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Author Info
Eiichi Miyagawa () (Columbia University - Department of Economics)
Yasuyuki Miyahara () (Columbia University - Department of Economics)
Tadashi Sekiguchi () (Kobe University)

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Abstract

This paper studies repeated games with private monitoring where players make optimal decisions with respect to costly monitoring activities, just as they do with respect to stage-game actions. We consider the case where each player can observe other players' current-period actions accurately only if he incurs a certain level of disutility. In every period, players decide whether to monitor other players and whom to monitor. We show that the folk theorem holds for any finite stage game that satisfies the standard full dimensionality condition and for any level of observation costs. The theorem also holds under general structures of costless private signals and does not require explicit communication among the players. Therefore, tacit collusion can attain efficient outcomes in general repeated games with private monitoring if perfect private monitoring is merely feasible, however costly it may be.

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File URL: http://www.econ.columbia.edu/RePEc/pdf/DP0405-12.pdf
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Publisher Info
Paper provided by Columbia University, Department of Economics in its series Discussion Papers with number 0405-12.

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Length: 37 pages
Date of creation: 2004
Date of revision:
Handle: RePEc:clu:wpaper:0405-12

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  1. Eiichi Miyagawa & Yasuyuki Miyahara & Tadashi Sekiguchi, 2003. "Repeated Games with Observation Costs," Discussion Papers 0203-14, Columbia University, Department of Economics. [Downloadable!]
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  2. Kandori Michihiro, 2003. "Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring," Econometrica, Econometric Society, vol. 71(1), pages 345-353, January. [Downloadable!] (restricted)
  3. Aoyagi, Masaki, 2002. "Collusion in Dynamic Bertrand Oligopoly with Correlated Private Signals and Communication," Journal of Economic Theory, Elsevier, vol. 102(1), pages 229-248, January. [Downloadable!] (restricted)
  4. Jeffrey C. Ely & Johannes Horner & Wojciech Olszewski, 2003. "Belief-free Equilibria in Repeated Games," Levine's Working Paper Archive 666156000000000367, David K. Levine. [Downloadable!]
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  5. Green, Edward J & Porter, Robert H, 1984. "Noncooperative Collusion under Imperfect Price Information," Econometrica, Econometric Society, vol. 52(1), pages 87-100, January. [Downloadable!] (restricted)
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  6. Drew Fudenberg & David K Levine, 1999. "Efficiency and Observability with Long-Run and Short-Run Players," Levine's Working Paper Archive 81, David K. Levine. [Downloadable!]
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  7. Fudenberg, Drew & Levine, David I & Maskin, Eric, 1994. "The Folk Theorem with Imperfect Public Information," Econometrica, Econometric Society, vol. 62(5), pages 997-1039, September. [Downloadable!] (restricted)
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  8. Ely, Jeffrey C. & Valimaki, Juuso, 2002. "A Robust Folk Theorem for the Prisoner's Dilemma," Journal of Economic Theory, Elsevier, vol. 102(1), pages 84-105, January. [Downloadable!] (restricted)
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  9. Wojciech Olszewski & Johannes Horner, 2004. "The folk theorem for all games with almost perfect monitoring," 2004 Meeting Papers 475, Society for Economic Dynamics. [Downloadable!]
  10. Olivier Compte, 1998. "Communication in Repeated Games with Imperfect Private Monitoring," Econometrica, Econometric Society, vol. 66(3), pages 597-626, May.
  11. Ben-Porath, Elchanan & Kahneman, Michael, 1996. "Communication in Repeated Games with Private Monitoring," Journal of Economic Theory, Elsevier, vol. 70(2), pages 281-297, August. [Downloadable!] (restricted)
  12. Bhaskar, V. & Obara, Ichiro, 2002. "Belief-Based Equilibria in the Repeated Prisoners' Dilemma with Private Monitoring," Journal of Economic Theory, Elsevier, vol. 102(1), pages 40-69, January. [Downloadable!] (restricted)
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  13. Fudenberg, Drew & Maskin, Eric, 1986. "The Folk Theorem in Repeated Games with Discounting or with Incomplete Information," Econometrica, Econometric Society, vol. 54(3), pages 533-54, May. [Downloadable!] (restricted)
  14. Piccione, Michele, 2002. "The Repeated Prisoner's Dilemma with Imperfect Private Monitoring," Journal of Economic Theory, Elsevier, vol. 102(1), pages 70-83, January. [Downloadable!] (restricted)
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