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Private-Beliefs Equilibrium

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Author Info
Ehud Kalai
Ehud Lehrer

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Abstract

At a private-beliefs equilibrium of an n-person infinitely repeated game with discounting, each player maximizes his expected payoff relative to some private, possibly false, belief regarding the strategies chosen by his opponents. Moreover, the probability distribution induced over the observed play paths of the game according to his belie coincides with the one actually played. Thus, any statistical updating can only reinforce the beliefs. It is shown that if the game is played with perfect monitoring, then the joint behavior induced by a private-beliefs equilibrium coincides with a behavior induced by a Nash equilibrium even when perturbations are allowed.

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File URL: http://www.kellogg.northwestern.edu/research/math/papers/926.pdf
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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 926.

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Date of creation: Jan 1991
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Handle: RePEc:nwu:cmsems:926

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  1. Itzhak Gilboa & Dov Samet, 1991. "Absorbent Stable Sets," Discussion Papers 935, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  2. Drew Fudenberg & David K. Levine, 1993. "Steady State Learning and Nash Equilibrium," Levine's Working Paper Archive 373, UCLA Department of Economics. [Downloadable!]
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  3. Georg Noldeke & Larry Samuelson, 1994. "Learning to Signal in Markets," Game Theory and Information 9410001, EconWPA, revised 21 Oct 1994. [Downloadable!]
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