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Existence and stability of minimax regret equilibria

  • Zhe Yang

    ()

  • Yong Pu
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    In this paper, we study minimax regret equilibria. First, existence theorem of minimax regret equilibria is proved. Further, the generic stability of minimax regret equilibria is studied. We show that the set of minimax regret equilibria for most of problems (in sense of Baire category) is a singleton set. Copyright Springer Science+Business Media, LLC. 2012

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    File URL: http://hdl.handle.net/10.1007/s10898-011-9738-6
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    Article provided by Springer in its journal Journal of Global Optimization.

    Volume (Year): 54 (2012)
    Issue (Month): 1 (September)
    Pages: 17-26

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    Handle: RePEc:spr:jglopt:v:54:y:2012:i:1:p:17-26
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    1. Jörg Stoye, 2011. "Statistical decisions under ambiguity," Theory and Decision, Springer, vol. 70(2), pages 129-148, February.
    2. Hayashi, Takashi, 2008. "Regret aversion and opportunity dependence," Journal of Economic Theory, Elsevier, vol. 139(1), pages 242-268, March.
    3. Stoye, Jörg, 2011. "Axioms for minimax regret choice correspondences," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251.
    4. Michael R. Baye & John Morgan, 2004. "Price Dispersion in the Lab and on the Internet: Theory and Evidence," RAND Journal of Economics, The RAND Corporation, vol. 35(3), pages 448-466, Autumn.
    5. Yu, Jian, 1999. "Essential equilibria of n-person noncooperative games," Journal of Mathematical Economics, Elsevier, vol. 31(3), pages 361-372, April.
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