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Minimal Belief Revision leads to Backward Induction

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Author Info
Perea,Andrés (METEOR)
Abstract

In this paper we present a model for games with perfect information in which the players, upon observing an unexpected move, may revise their beliefs about the opponents'' preferences over outcomes. For a given profile P of preference relations over outcomes, we impose the following three principles: (1) players initially believe that opponents have preference relations as specified by P; (2) players believe at every instance of the game that each opponent is carrying out an optimal strategy; and (3) beliefs about the opponents'' preference relations over outcomes should be revised in a minimal way. It is shown that every player whose preference relation is given by P, and who throughout the game respects common belief in the events (1), (2) and (3), has a unique optimal strategy, namely his backward induction strategy in the game induced by P. We finally show that replacing the minimal belief revision principle (3) by the more modest requirement of Bayesian updating leads exactly to the Dekel-Fudenberg procedure in the game induced by P.

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Paper provided by Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization in its series Research Memoranda with number 032.

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Date of creation: 2004
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Handle: RePEc:dgr:umamet:2004032

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Keywords: mathematical economics;

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  1. Samet, Dov, 1996. "Hypothetical Knowledge and Games with Perfect Information," Games and Economic Behavior, Elsevier, vol. 17(2), pages 230-251, December. [Downloadable!] (restricted)
  2. Battigalli, Pierpaolo & Siniscalchi, Marciano, 1999. "Hierarchies of Conditional Beliefs and Interactive Epistemology in Dynamic Games," Journal of Economic Theory, Elsevier, vol. 88(1), pages 188-230, September. [Downloadable!] (restricted)
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  3. Dekel, Eddie & Fudenberg, Drew, 1990. "Rational behavior with payoff uncertainty," Journal of Economic Theory, Elsevier, vol. 52(2), pages 243-267, December. [Downloadable!] (restricted)
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  4. Asheim, Geir B. & Perea, Andres, 2005. "Sequential and quasi-perfect rationalizability in extensive games," Games and Economic Behavior, Elsevier, vol. 53(1), pages 15-42, October. [Downloadable!] (restricted)
  5. Asheim, Geir B., 2002. "On the epistemic foundation for backward induction," Mathematical Social Sciences, Elsevier, vol. 44(2), pages 121-144, November. [Downloadable!] (restricted)
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  6. Rubinstein, Ariel, 1991. "Comments on the Interpretation of Game Theory," Econometrica, Econometric Society, vol. 59(4), pages 909-24, July. [Downloadable!] (restricted)
  7. Stalnaker, Robert, 1998. "Belief revision in games: forward and backward induction1," Mathematical Social Sciences, Elsevier, vol. 36(1), pages 31-56, July. [Downloadable!] (restricted)
  8. Pearce, David G, 1984. "Rationalizable Strategic Behavior and the Problem of Perfection," Econometrica, Econometric Society, vol. 52(4), pages 1029-50, July. [Downloadable!] (restricted)
  9. Perea,Andrés, 2003. "Rationalizability and Minimal Complexity in Dynamic Games," Research Memoranda 047, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  10. Perea, Andres, 2002. "A note on the one-deviation property in extensive form games," Games and Economic Behavior, Elsevier, vol. 40(2), pages 322-338, August. [Downloadable!] (restricted)
  11. Balkenborg, Dieter & Winter, Eyal, 1997. "A necessary and sufficient epistemic condition for playing backward induction," Journal of Mathematical Economics, Elsevier, vol. 27(3), pages 325-345, April. [Downloadable!] (restricted)
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