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Interactive Epistemology and Solution Concepts for Games with Asymmetric Information

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Author Info
Pierpaolo Battigalli
Alfredo Di Tillio
Edoardo Grillo
Antonio Penta

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Abstract

This paper characterizes solution concepts for games with asymmetric information by means of expressible epistemic assumptions, i.e. events in the universal type space generated by primitive uncertainty about the players' payoff-relevant and payoff-irrelevant information and actions. Interim correlated rationalizability (Dekel et al., Theoretical Econ., 2007) is characterized by rationality and common belief in rationality. Delta-rationalizability (Battigalli and Siniscalchi, Advances Theoretical Econ., 2003) is characterized by (i) rationality, (ii) the restrictions Delta on first-order beliefs, and (iii) common belief in (i) and (ii). Assuming a type space where higher order beliefs are determined by the players' payoff-relevant and payoff-irrelevant information, as is the case in most economic models, interim correlated rationalizability coincides with Delta-rationalizability, provided that Delta is derived by the type space. Moreover, in that special case, rationalizability in the interim strategic form — equivalent to interim independent rationalizability — also coincides with Delta-rationalizability, when Delta requires, in addition, independence between the state of nature and the opponent's action, conditional on the opponent's information. Finally, the paper introduces a new notion of ex ante correlated rationalizability — to be applied to the ex ante strategic form, appropriate to analyze asymmetric information about an initial chance move. It is proved that this ex ante notion is fully equivalent to interim correlated rationalizability.

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Paper provided by IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University in its series Working Papers with number 340.

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Date of creation: 2008
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Handle: RePEc:igi:igierp:340

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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. Tan, Tommy Chin-Chiu & da Costa Werlang, Sergio Ribeiro, 1988. "The Bayesian foundations of solution concepts of games," Journal of Economic Theory, Elsevier, vol. 45(2), pages 370-391, August. [Downloadable!] (restricted)
  3. Dirk Bergemann & Stephen Morris, 2005. "Robust Implementation: The Role of Large Type Spaces," Levine's Bibliography 784828000000000116, UCLA Department of Economics. [Downloadable!]
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  4. Battigalli, Pierpaolo, 2003. "Rationalizability in infinite, dynamic games with incomplete information," Research in Economics, Elsevier, vol. 57(1), pages 1-38, March. [Downloadable!] (restricted)
  5. Ronald Fagin & Joseph Y. Halpern & Yoram Moses & Moshe Y. Vardi, 2003. "Reasoning About Knowledge," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262562006.
  6. Heifetz, Aviad & Samet, Dov, 1998. "Topology-Free Typology of Beliefs," Journal of Economic Theory, Elsevier, vol. 82(2), pages 324-341, October. [Downloadable!] (restricted)
  7. Dirk Bergemann & Stephen Morris, 2007. "Belief Free Incomplete Information Games," Levine's Bibliography 122247000000001569, UCLA Department of Economics. [Downloadable!]
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  8. Dekel, Eddie & Fudenberg, Drew & Morris, Stephen, 2007. "Interim correlated rationalizability," Theoretical Economics, Society for Economic Theory, vol. 2(1), pages 15-40, March. [Downloadable!]
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  9. Stephen Morris & Hyun Song Shin, 2007. "Common Belief Foundations of Global Games," Levine's Bibliography 122247000000001638, UCLA Department of Economics. [Downloadable!]
  10. Carlsson, Hans & van Damme, Eric, 1993. "Global Games and Equilibrium Selection," Econometrica, Econometric Society, vol. 61(5), pages 989-1018, September. [Downloadable!] (restricted)
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  11. Pearce, David G, 1984. "Rationalizable Strategic Behavior and the Problem of Perfection," Econometrica, Econometric Society, vol. 52(4), pages 1029-50, July. [Downloadable!] (restricted)
  12. Dekel, Eddie & Fudenberg, Drew & Morris, Stephen, 2006. "Topologies on types," Theoretical Economics, Society for Economic Theory, vol. 1(3), pages 275-309, September. [Downloadable!]
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  13. Ely, Jeffrey C. & Peski, Marcin, 2006. "Hierarchies of belief and interim rationalizability," Theoretical Economics, Society for Economic Theory, vol. 1(1), pages 19-65, March. [Downloadable!]
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  14. Jonathan Weinstein & Muhamet Yildiz, 2007. "A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements," Econometrica, Econometric Society, vol. 75(2), pages 365-400, 03. [Downloadable!] (restricted)
  15. Battigalli, Pierpaolo & Siniscalchi, Marciano, 2007. "Interactive epistemology in games with payoff uncertainty," Research in Economics, Elsevier, vol. 61(4), pages 165-184, December. [Downloadable!] (restricted)
  16. repec:bep:theadv:v:3:y:2003:i:1:p:1073-1073 is not listed on IDEAS
  17. Jeffrey C Ely & Marcin Peski, 2008. "Critical Types," Levine's Bibliography 122247000000001935, UCLA Department of Economics. [Downloadable!]
  18. Brandenburger, Adam & Dekel, Eddie, 1987. "Rationalizability and Correlated Equilibria," Econometrica, Econometric Society, vol. 55(6), pages 1391-1402, November. [Downloadable!] (restricted)
  19. 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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