Rationalizability, observability, and common knowledge

We study the strategic impact of players’ higher-order uncertainty over the observability of actions in general two-player games. More specifically, we consider the space of all belief hierarchies generated by the uncertainty over whether the game will be played as a static game or with perfect info...

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Detalles Bibliográficos
Autores: Penta, Antonio, Zuazo-Garin, Peio
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:10230/58742
Acceso en línea:http://hdl.handle.net/10230/58742
http://dx.doi.org/10.1093/restud/rdab047
Access Level:acceso abierto
Palabra clave:Eductive co-ordination
Extensive-form uncertainty
First-mover advantage
Kreps Hypothesis
Higher-order beliefs
Rationalizability
Robustness
Stackelberg selections
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spelling Rationalizability, observability, and common knowledgePenta, AntonioZuazo-Garin, PeioEductive co-ordinationExtensive-form uncertaintyFirst-mover advantageKreps HypothesisHigher-order beliefsRationalizabilityRobustnessStackelberg selectionsWe study the strategic impact of players’ higher-order uncertainty over the observability of actions in general two-player games. More specifically, we consider the space of all belief hierarchies generated by the uncertainty over whether the game will be played as a static game or with perfect information. Over this space, we characterize the correspondence of a solution concept which captures the behavioural implications of Rationality and Common Belief in Rationality (RCBR), where “rationality” is understood as sequential whenever the game is dynamic. We show that such a correspondence is generically single-valued, and that its structure supports a robust refinement of rationalizability, which often has very sharp implications. For instance, (1) in a class of games which includes both zero-sum games with a pure equilibrium and coordination games with a unique efficient equilibrium, RCBR generically ensures efficient equilibrium outcomes (eductive coordination); (2) in a class of games which also includes other well-known families of coordination games, RCBR generically selects components of the Stackelberg profiles (Stackelberg selection); (3) if it is commonly known that player ’s action is not observable (e.g. because is commonly known to move earlier, etc.), in a class of games which includes all of the above RCBR generically selects the equilibrium of the static game most favourable to player (pervasiveness of first-mover advantage).This research benefited from the support of the Spanish Ministry of Science and Innovation, PGC2018-098949-B-I00, and through the Severo Ochoa Programme for Centres of Excellence in R&D (CEX2019-000915-S). Antonio Penta acknowledges the financial support of the ERC Starting Grant #759424 and Peio Zuazo-Garin of the Russian Academic Excellence Project “5-100.”Oxford University Press202420242022info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/pdfhttp://hdl.handle.net/10230/58742http://dx.doi.org/10.1093/restud/rdab047reponame:Recercat. Dipósit de la Recerca de Catalunyainstname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)InglésThe Review of Economic Studies. 2022;89(2):948-75.info:eu-repo/grantAgreement/ES/2PE/PGC2018-098949-B-I00info:eu-repo/grantAgreement/ES/2PE/CEX2019-000915-S© The Author(s) 2021. Published by Oxford University Press on behalf of The Review of Economic Studies Limited. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.http://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessoai:recercat.cat:10230/587422026-05-29T05:05:01Z
dc.title.none.fl_str_mv Rationalizability, observability, and common knowledge
title Rationalizability, observability, and common knowledge
spellingShingle Rationalizability, observability, and common knowledge
Penta, Antonio
Eductive co-ordination
Extensive-form uncertainty
First-mover advantage
Kreps Hypothesis
Higher-order beliefs
Rationalizability
Robustness
Stackelberg selections
title_short Rationalizability, observability, and common knowledge
title_full Rationalizability, observability, and common knowledge
title_fullStr Rationalizability, observability, and common knowledge
title_full_unstemmed Rationalizability, observability, and common knowledge
title_sort Rationalizability, observability, and common knowledge
dc.creator.none.fl_str_mv Penta, Antonio
Zuazo-Garin, Peio
author Penta, Antonio
author_facet Penta, Antonio
Zuazo-Garin, Peio
author_role author
author2 Zuazo-Garin, Peio
author2_role author
dc.subject.none.fl_str_mv Eductive co-ordination
Extensive-form uncertainty
First-mover advantage
Kreps Hypothesis
Higher-order beliefs
Rationalizability
Robustness
Stackelberg selections
topic Eductive co-ordination
Extensive-form uncertainty
First-mover advantage
Kreps Hypothesis
Higher-order beliefs
Rationalizability
Robustness
Stackelberg selections
description We study the strategic impact of players’ higher-order uncertainty over the observability of actions in general two-player games. More specifically, we consider the space of all belief hierarchies generated by the uncertainty over whether the game will be played as a static game or with perfect information. Over this space, we characterize the correspondence of a solution concept which captures the behavioural implications of Rationality and Common Belief in Rationality (RCBR), where “rationality” is understood as sequential whenever the game is dynamic. We show that such a correspondence is generically single-valued, and that its structure supports a robust refinement of rationalizability, which often has very sharp implications. For instance, (1) in a class of games which includes both zero-sum games with a pure equilibrium and coordination games with a unique efficient equilibrium, RCBR generically ensures efficient equilibrium outcomes (eductive coordination); (2) in a class of games which also includes other well-known families of coordination games, RCBR generically selects components of the Stackelberg profiles (Stackelberg selection); (3) if it is commonly known that player ’s action is not observable (e.g. because is commonly known to move earlier, etc.), in a class of games which includes all of the above RCBR generically selects the equilibrium of the static game most favourable to player (pervasiveness of first-mover advantage).
publishDate 2022
dc.date.none.fl_str_mv 2022
2024
2024
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/10230/58742
http://dx.doi.org/10.1093/restud/rdab047
url http://hdl.handle.net/10230/58742
http://dx.doi.org/10.1093/restud/rdab047
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv The Review of Economic Studies. 2022;89(2):948-75.
info:eu-repo/grantAgreement/ES/2PE/PGC2018-098949-B-I00
info:eu-repo/grantAgreement/ES/2PE/CEX2019-000915-S
dc.rights.none.fl_str_mv http://creativecommons.org/licenses/by/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Oxford University Press
publisher.none.fl_str_mv Oxford University Press
dc.source.none.fl_str_mv reponame:Recercat. Dipósit de la Recerca de Catalunya
instname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
instname_str Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
reponame_str Recercat. Dipósit de la Recerca de Catalunya
collection Recercat. Dipósit de la Recerca de Catalunya
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