Distributional Strategies for Games with Incomplete Information
We study games with incomplete information from a point of view which emphasizes the empirical predictions arising from game-theoretic models. Using the notion of “distributional” strategies, we prove four main theorems: (i) a mixed-strategy Nash equilibrium existence theorem, (ii) a pure-strategy equilibrium existence theorem, (iii) a pure-strategy (epsilon)-equilibrium existence theorem, and (iv) a theorem describing how the set of equilibria of a game varies with the parameters of the game.
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|Date of creation:||Aug 1981|
|Contact details of provider:|| Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014|
Web page: http://www.kellogg.northwestern.edu/research/math/
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- Engelbrecht-Wiggans, Richard & Milgrom, Paul R. & Weber, Robert J., 1983. "Competitive bidding and proprietary information," Journal of Mathematical Economics, Elsevier, vol. 11(2), pages 161-169, April.
- David Kreps & Robert Wilson, 1998.
Levine's Working Paper Archive
237, David K. Levine.
- Aumann, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
Journal of Mathematical Economics,
Elsevier, vol. 1(1), pages 67-96, March.
- R. Aumann, 2010. "Subjectivity and Correlation in Randomized Strategies," Levine's Working Paper Archive 389, David K. Levine.
- AUMANN, Robert J., "undated". "Subjectivity and correlation in randomized strategies," CORE Discussion Papers RP 167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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