Dependence and Uniqueness in Bayesian Games-Reference-Cited by-同舟云学术

Dependence and Uniqueness in Bayesian Games

Published:2013-01-01 Issue:1 Volume:13 Page:1-25
ISSN:1935-1704
Container-title:The B.E. Journal of Theoretical Economics
language:
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Author:

Beggs Alan W.¹

Affiliation:

1. 1University of Oxford, Oxford, UK

Abstract

Abstract: This paper studies uniqueness of equilibrium in symmetric Bayesian games. It shows that if signals are highly but not perfectly dependent, then players play their risk-dominant actions for all but a vanishing set of signal realizations. In contrast to the literature on global games, noise is not assumed to be additive. Dependence is modeled using the theory of copulas.

Publisher

Walter de Gruyter GmbH

Subject

General Economics, Econometrics and Finance

Link

https://www.degruyter.com/document/doi/10.1515/bejte-2012-0012/pdf

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4. Multivariate Models and Multivariate Dependence Concepts

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