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Strategic Buyers and Privately Observed Prices

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Author Info
Dirk Bergemann () (Cowles Foundation, Yale University)
Juuso Valimaki (Northwestern Univ. and Univ. Southampton)

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Abstract

A model of repeated price competition with large buyers is analyzed. The sellers are allowed to offer different prices to different buyers and the buyers act strategically. The set of subgame perfect Equilibria is investigated under public and private monitoring. With public monitoring the equilibrium set with large buyers expands relative to the standard model where each buyer is small and behaves myopically. With private monitoring, where prices are not observable to the competing sellers, the set of equilibrium payoffs shrinks. In the finitely repeated game with private monitoring, all sales are made by the efficient seller. In the infinitely repeated game this result is preserved as long as the sellers condition their prices on the public history. In contrast to the finite horizon game, the set of pure strategy equilibria expands if the sellers are allowed to condition their own past prices. Comparisons are drawn to Markovian equilibria of similar dynamic games.

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File URL: http://cowles.econ.yale.edu/P/cd/d12a/d1237.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1237.

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Length: 20 pages
Date of creation: Oct 1999
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Publication status: Published in Journal of Economic Theory (2002), 105: 469-482
Handle: RePEc:cwl:cwldpp:1237

Note: CFP 1079.
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Repeated games; private monitoring; collusion;

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection

References listed on IDEAS
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  1. Michihiro Kandori & Hitoshi Matsushima, 1998. "Private Observation, Communication and Collusion," Econometrica, Econometric Society, vol. 66(3), pages 627-652, May.
  2. Olivier Compte, 1998. "Communication in Repeated Games with Imperfect Private Monitoring," Econometrica, Econometric Society, vol. 66(3), pages 597-626, May.
  3. Bergemann, Dirk & Valimaki, Juuso, 1996. "Learning and Strategic Pricing," Econometrica, Econometric Society, vol. 64(5), pages 1125-49, September. [Downloadable!] (restricted)
    Other versions:
  4. Drew Fudenberg & David K. Levine & Eric Maskin, 1994. "The Folk Theorem with Imperfect Public Information," Levine's Working Paper Archive 394, David K. Levine. [Downloadable!]
    Other versions:
  5. Benoit, Jean-Pierre & Krishna, Vijay, 1985. "Finitely Repeated Games," Econometrica, Econometric Society, vol. 53(4), pages 905-22, July. [Downloadable!] (restricted)
  6. 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)
  7. 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)
    Other versions:
  8. V. Bhaskar & Eric van Damme, 1998. "Moral Hazard and Private Monitoring," Game Theory and Information 9809004, EconWPA. [Downloadable!]
    Other versions:
  9. Sekiguchi, Tadashi, 1997. "Efficiency in Repeated Prisoner's Dilemma with Private Monitoring," Journal of Economic Theory, Elsevier, vol. 76(2), pages 345-361, October. [Downloadable!] (restricted)
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