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Valuation Equilibria

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Author Info
Philippe Jehiel
Dov Samet

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Abstract

We introduce a new solution concept for games in extensive form with perfect information: the valuation equilibrium. The moves of each player are partitioned into similarity classes. A valuation of the player is a real valued function on the set of her similarity classes. At each node a player chooses a move that belongs to a class with maximum valuation. The valuation of each player is \emph{consistent} with the strategy profile in the sense that the valuation of a similarity class is the player expected payoff given that the path (induced by the strategy profile) intersects the similarity class. The solution concept is applied to decision problems and multi-player extensive form games. It is contrasted with existing solution concepts. An aspiration-based approach is also proposed, in which the similarity partitions are determined endogenously. The corresponding equilibrium is called the aspiration-based valuation equilibrium (ASVE). While the Subgame Perfect Nash Equilibrium is always an ASVE, there are other ASVE in general. But, in zero-sum two-player games without chance moves every player must get her value in any ASVE.

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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 0310003.

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Length: 18 pages
Date of creation: 08 Oct 2003
Date of revision:
Handle: RePEc:wpa:wuwpga:0310003

Note: Type of Document - ; pages: 18
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Web page: http://129.3.20.41

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Related research
Keywords: bounded rationality; valuation; similarity; aspiration.;

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jehiel, Philippe & Samet, Dov, 2005. "Learning to play games in extensive form by valuation," Journal of Economic Theory, Elsevier, vol. 124(2), pages 129-148, October. [Downloadable!] (restricted)
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  2. Rubinstein, Ariel, 1995. "On the Interpretation of Decision Problems with Imperfect Recall," Mathematical Social Sciences, Elsevier, vol. 30(3), pages 324-324, December. [Downloadable!] (restricted)
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  3. Rubinstein, Ariel, 1982. "Perfect Equilibrium in a Bargaining Model," Econometrica, Econometric Society, vol. 50(1), pages 97-109, January. [Downloadable!] (restricted)
  4. Philippe Jeniel, 2001. "Analogy-Based Expectation Equilibrium," Economics Working Papers 0003, Institute for Advanced Study, School of Social Science. [Downloadable!]
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  5. Fudenberg, Drew & Levine, David, 1998. "Learning in games," European Economic Review, Elsevier, vol. 42(3-5), pages 631-639, May. [Downloadable!] (restricted)
  6. Rosenthal, Robert W., 1981. "Games of perfect information, predatory pricing and the chain-store paradox," Journal of Economic Theory, Elsevier, vol. 25(1), pages 92-100, August. [Downloadable!] (restricted)
  7. Kreps, David M & Wilson, Robert, 1982. "Sequential Equilibria," Econometrica, Econometric Society, vol. 50(4), pages 863-94, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," PSE Working Papers 2008-62, PSE (Ecole normale supérieure). [Downloadable!]
  2. Jakub Steiner & Colin Stewart, 2006. "Contagion through Learning," ESE Discussion Papers 151, Edinburgh School of Economics, University of Edinburgh, revised 10 Aug 2007. [Downloadable!]
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