Robust Predictions in Games with Incomplete Information

Опубликовано 17 августа 2016, 21:16

We develop solution concepts for games with incomplete information which are robust to the private and strategic information held by the agents in the game. We present epistemic foundations for these solution concepts and establish relationship between them. In particular, we characterize the solution concepts for supermodular games and potential games with private information, a version of the beauty contest and oligopoly competition among them. We analyze the sensitivity of the equilibrium set to the private information and relate it to the (partial) identification problem. Joint work with Stephen Morris, Princeton University.