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Chapter 1. Rationality
Binmore, Ken - In: Handbook of game theory with economic applications : …, (pp. 1-26). 2015
assumes too little. In places, especially on the subject of Bayesianism, the paper criticizes current practice on the grounds …
Persistent link: https://www.econbiz.de/10014025458
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Psychological Nash equilibria under ambiguity
De Marco, Giuseppe; Romaniello, Maria; Roviello, Alba - 2021
Persistent link: https://www.econbiz.de/10012803230
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Strategic uncertainty and equilibrium selection in stable matching mechanisms : experimental evidence
Castillo, Marco; Dianat, Ahrash - In: Experimental economics : a journal of the Economic … 24 (2021) 4, pp. 1365-1389
Persistent link: https://www.econbiz.de/10012698886
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Psychological Nash equilibria under ambiguity
De Marco, Giuseppe; Romaniello, Maria; Roviello, Alba - In: Mathematical social sciences 120 (2022), pp. 92-106
Persistent link: https://www.econbiz.de/10013502734
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The coalitional Nash bargaining solution with simultaneous payoff demands
Nieva, Ricardo - 2015
We consider a standard coalitional bargaining game where once a coalition forms it exits as in Okada (2011), however, instead of alternating offers, we have simultaneous payoff demands. We focus in the producer game he studies. Each player is chosen with equal probability. If that is the case,...
Persistent link: https://www.econbiz.de/10011296159
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Cynefin : uncertainty, small worlds and scenarios
French, Simon - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1635-1645
Persistent link: https://www.econbiz.de/10011417698
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Common priors under endogenous uncertainty
Guarino, Pierfrancesco; Tsakas, Elias - In: Journal of economic theory 194 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012807349
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No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity.
Dana, Rose-Anne; Van, Cuong Le - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
some prior. It is shown that the more uncertainty averse and the more risk averse, the more likely are efficient …The theory of existence of equilibrium with short-selling is reconsidered under risk and ambiguity modelled by risk … of the risk adjusted sets of expectations overlap. This condition is necessary if agents are not risk neutral at extreme …
Persistent link: https://www.econbiz.de/10005696750
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No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity
Dana, Rose-Anne; Van, Cuong Le - HAL - 2009
some prior. It is shown that the more uncertainty averse and the more risk averse, the more likely are efficient …The theory of existence of equilibrium with short-selling is reconsidered under risk and ambiguity modelled by risk … of the risk adjusted sets of expectations overlap. This condition is necessary if agents are not risk neutral at extreme …
Persistent link: https://www.econbiz.de/10010738543
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Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Dana, Rose-Anne; Van, Cuong Le - HAL - 2010
some prior. It is shown that the more uncertainty averse and the more risk averse the agents, the more likely are efficient …The theory of existence of equilibrium with short-selling is reconsidered under risk and ambiguity modelled by risk … of the risk adjusted sets of expectations overlap. This condition is necessary if agents are not risk neutral at extreme …
Persistent link: https://www.econbiz.de/10010603664