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Stability of Equilibria in Games with Procedurally Rational Players

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Author Info
Rajiv Sethi (Barnard College, Columbia University)

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Abstract

One approach to the modeling of bounded rationality in strategic environments is based on the dynamics of evolution and learning in games. An entirely different approach has been developed recently by Osborne and Rubinstein (1998). This latter approach is static and equilibrium based, but relies on less stringent assumptions regarding the knowledge and understanding of players than does the standard theory of Nash equilibrium. This paper formalizes Osborne and Rubinstein's dynamic interpretation of their equilibrium concept and thereby facilitates a comparison of this approach with the explicitly dynamic approach of evolutionary game theory. It turns out that the two approaches give rise to radically different static and dynamic predictions. For instance, dynamically stable equilibria can involve the playing of strictly dominated actions, and equilibria in which strictly actions are played with probability 1 can be unstable. Sufficient conditions for the instability of equilibria are provided for symmetric and asymmetric games.

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File URL: http://129.3.20.41/eps/game/papers/9811/9811003.pdf
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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 9811003.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 23 pages
Date of creation: 16 Nov 1998
Date of revision: 04 Mar 1999
Handle: RePEc:wpa:wuwpga:9811003

Note: Type of Document - Tex; prepared on IBM PC; to print on HP/PostScript; pages: 23; figures: included
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Web page: http://129.3.20.41

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Related research
Keywords: Dynamic Stability; S(1) Equilibrium; Procedural Rationality; Evolutionary Games;

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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  1. Steffen Huck & Rajiv Sarin, 2000. "Players with Limited Memory," Econometric Society World Congress 2000 Contributed Papers 1645, Econometric Society. [Downloadable!]
  2. J. C. R. Alcantud & Carlos Alós-Ferrer, 2002. "Choice-Nash Equilibria," Vienna Economics Papers 0209, University of Vienna, Department of Economics. [Downloadable!]
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