Games Equilibria and the Variational Representation of Preferences
In this paper we consider a model of games of incomplete information under ambiguity in which players are endowed with variational preferences. We provide an existence result for the corresponding mixed equilibrium notion. Then we study the limit behavior of equilibria under perturbations on the indices of ambiguity aversion.
|Date of creation:||09 Jul 2013|
|Publication status:||Published in Applied Mathematical Sciences, Vol. 7, 2013, no. 96, 4789-4800 (http://dx.doi.org/10.12988/ams.2013.37355)|
|Contact details of provider:|| Postal: I-80126 Napoli|
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- Giuseppe De Marco & Maria Romaniello, 2013. "On the Stability of Equilibria in Incomplete Information Games under Ambiguity," CSEF Working Papers 332, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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- Giuseppe De Marco & Maria Romaniello, 2011. "A Limit Theorem for Equilibria under Ambiguous Beliefs Correspondences," CSEF Working Papers 299, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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