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Nash Equilibrium as an Expression of Self-Referential Reasoning

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Author Info
Perea, Andrés (METEOR)
Abstract

Within a formal epistemic model for simultaneous-move games, we present the following conditions: (1) belief in the opponents'' rationality (BOR), stating that a player should believe that every opponent chooses an optimal strategy, (2) self-referential beliefs (SRB), stating that a player believes that his opponents hold correct beliefs about his own beliefs, (3) projective beliefs (PB), stating that i believes that j''s belief about k''s choice is the same as i''s belief about k''s choice, and (4) conditionally independent beliefs (CIB), stating that a player believes that opponents'' types choose their strategies independently. We show that, if a player satisfies BOR, SRB and CIB, and believes that every opponent satisfies BOR, SRB, PB and CIB, then he will choose a Nash equilibrium strategy (that is, a strategy that is optimal in some Nash equilibrium). We thus provide a set of sufficient conditions for Nash equilibrium strategy choice. We also show that none of these seven conditions can be dropped.

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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 035.

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Date of creation: 2006
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Handle: RePEc:dgr:umamet:2006035

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Keywords: mathematical economics;

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  1. Battigalli, Pierpaolo & Siniscalchi, Marciano, 2002. "Strong Belief and Forward Induction Reasoning," Journal of Economic Theory, Elsevier, vol. 106(2), pages 356-391, October. [Downloadable!] (restricted)
  2. Samet, Dov, 1996. "Hypothetical Knowledge and Games with Perfect Information," Games and Economic Behavior, Elsevier, vol. 17(2), pages 230-251, December. [Downloadable!] (restricted)
  3. Reny, Philip J, 1992. "Rationality in Extensive-Form Games," Journal of Economic Perspectives, American Economic Association, vol. 6(4), pages 103-18, Fall. [Downloadable!] (restricted)
  4. Aumann, Robert J., 1998. "On the Centipede Game," Games and Economic Behavior, Elsevier, vol. 23(1), pages 97-105, April. [Downloadable!] (restricted)
  5. Antonio Quesada, 2002. "Belief system foundations of backward induction," Theory and Decision, Springer, vol. 53(4), pages 393-403, December. [Downloadable!] (restricted)
  6. 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)
  7. 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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  8. Rubinstein, Ariel, 1991. "Comments on the Interpretation of Game Theory," Econometrica, Econometric Society, vol. 59(4), pages 909-24, July. [Downloadable!] (restricted)
  9. Reny Philip J., 1993. "Common Belief and the Theory of Games with Perfect Information," Journal of Economic Theory, Elsevier, vol. 59(2), pages 257-274, April. [Downloadable!] (restricted)
  10. Bonanno, G., 1991. "Rational Beliefs in Extensive Games," Papers 383, California Davis - Institute of Governmental Affairs.
  11. Stalnaker, Robert, 1998. "Belief revision in games: forward and backward induction1," Mathematical Social Sciences, Elsevier, vol. 36(1), pages 31-56, July. [Downloadable!] (restricted)
  12. Pearce, David G, 1984. "Rationalizable Strategic Behavior and the Problem of Perfection," Econometrica, Econometric Society, vol. 52(4), pages 1029-50, July. [Downloadable!] (restricted)
  13. Rosenthal, Robert W., 1981. "Games of perfect information, predatory pricing and the chain-store paradox," Journal of Economic Theory, Elsevier, vol. 25(1), pages 92-100, August. [Downloadable!] (restricted)
  14. 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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  15. Battigalli, Pierpaolo, 1997. "On Rationalizability in Extensive Games," Journal of Economic Theory, Elsevier, vol. 74(1), pages 40-61, May. [Downloadable!] (restricted)
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