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Perfect correlated equilibria in stopping games

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Author Info
Heller, Yuval
Abstract

We define a new solution concept for an undiscounted dynamic game - a perfect uniform normal-form constant-expectation correlated approximate equilibrium with a canonical and universal correlation device. This equilibrium has the following appealing properties: (1) “Trembling-hand” perfectness - players do not use non-credible threats; (2) Uniformness - it is an approximate equilibrium in any long enough finite-horizon game and in any discounted game with a high enough discount factor; (3) Normal-form correlation - The strategy of a player depends on a private signal he receives before the game starts (which can be induced by “cheap-talk” among the players); (4) Constant expectation - The expected payoff of each player almost does not change when he receives his signal; (5) Universal correlation device - the device does not depend on the specific parameters of the game. (6) Canonical - each signal is equivalent to a strategy. We demonstrate the use of this equilibrium by proving its existence in every undiscounted multi-player stopping game.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 15646.

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Date of creation: 10 Jun 2009
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Handle: RePEc:pra:mprapa:15646

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Related research
Keywords: stochastic games; stopping games; correlated equilibrium; perfect equilibrium; Ramsey Theorem.;

Find related papers by JEL classification:
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Myerson, R B, 1986. "Acceptable and Predominant Correlated Equilibria," International Journal of Game Theory, Springer, vol. 15(3), pages 133-54.
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  2. Myerson, Roger B, 1986. "Multistage Games with Communication," Econometrica, Econometric Society, vol. 54(2), pages 323-58, March. [Downloadable!] (restricted)
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This page was last updated on 2009-12-18.


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