Dynamic Competing Mechanisms
Abstract
Competing mechanism games involve multiple principals contracting with one or more agents. This paper extends the static model of Epstein and Peters (1999) to the repeated setting, allowing agents' types to evolve over time according to a Markov process. Actions are perfectly monitored, but types and messages are private information. Perhaps surprisingly, when discounting is low the dynamic game is more tractable in the following senses. First, each principal's minmax value relative to arbitrarily general mechanisms equals that relative to simpler mechanisms, often direct mechanisms. This contrasts with one-shot games, where the minmax cannot be explicitly computed because it is not expresssible in terms of simple mechanisms. Second, the above result allows equilibrium payoffs to be expressed in terms of primitives of the model. From the applied perspective, this paper provides a sufficient class of simple mechanisms to which one can restrict attention without loss of generality.Download Info
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Paper provided by McMaster University in its series Department of Economics Working Papers with number 2012-03.Length: 43 pages
Date of creation: Apr 2012
Date of revision:
Handle: RePEc:mcm:deptwp:2012-03
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Keywords: dynamic competing mechanisms; minmax values; direct mechanisms; folk theorem; robust equilibria;Other versions of this item:
- Ghosh, Sambuddha & Han, Seungjin, 2012. "Dynamic Competing Mechanisms," Micro Theory Working Papers seungjin_han-2012-12, Microeconomics.ca Website, revised 04 Apr 2012.
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-17 (All new papers)
- NEP-CTA-2012-04-17 (Contract Theory & Applications)
- NEP-GTH-2012-04-17 (Game Theory)
References
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