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.

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Year of publication:	2013-07-09
Authors:	Marco, Giuseppe De ; Romaniello, Maria
Institutions:	Centro Studi di Economia e Finanza (CSEF)
Subject:	Incomplete information games \| multiple priors \| variational preferences \| equilibria

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Extent:	application/pdf
Series:	CSEF Working Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Applied Mathematical Sciences, Vol. 7, 2013, no. 96, 4789-4800 (http://dx.doi.org/10.12988/ams.2013.37355)
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010801011