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Mécanismes Bayésiens incitatifs et stricte compétitivité

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  • Cédric Wanko
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    Abstract

    Dans un univers Bayésien non coopératif avec mécanisme incitatif, ce travail explore la notion de rationnalité individuelle par l’intermédiaire de la robustesse des équilibres de Nash. On laisse les joueurs pondérer leur participation au mécanisme en fonction de leurs a priori marginaux sachant la contrainte de robustesse. On montre que i) l’approche non coopérative permet l’extension des propriétés affaiblies des jeux à 2 joueurs à somme nulle aux propriétés de la solution située sur l’enveloppe convexe de cet ensemble ii) l’ensemble des équilibres réalisables incitatifs avec contrainte de robustesse généralise l’ensemble des équilibres réalisables incitatifs sans contrainte de robustesse iii) sachant une constante de différenciation des types nulle, l’ensemble des équilibres réalisables incitatifs converge vers un jeu 2 joueurs à somme nulle.

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    File URL: http://www.lameta.univ-montp1.fr/Documents/DR2008-02.pdf
    File Function: First version, 2008
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    Bibliographic Info

    Paper provided by LAMETA, Universtiy of Montpellier in its series Working Papers with number 08-02.

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    Length: 23 pages
    Date of creation: Feb 2008
    Date of revision: Feb 2008
    Handle: RePEc:lam:wpaper:08-02

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