Compromise, Don’t Optimize: Generalizing Perfect Bayesian Equilibrium to Allow for Ambiguity

Author(s)
Karl Schlag, Zapechelnyuk Andriy
Abstract

We introduce a solution concept for extensive form games of incomplete information in which players can have multiple priors. Players’ choices are based on the notions of complaints and compromises. Complaints come from hypothetical assessors who have different priors and evaluate the choices of the players. Compromises are choices that aim to make these complaints small. The resulting solution concept is called perfect compromise equilibrium and generalizes perfect Bayesian equilibrium. We use this concept to provide insights into how ambiguity influences Cournot and Bertrand markets, public good provision, markets for lemons, job market signaling, bilateral trade with common value, and forecasting.

Organisation(s)
Department of Economics
External organisation(s)
University of Edinburgh
Journal
Journal of Political Economy Microeconomics
Volume
1
Pages
77-128
ISSN
2832-9368
Publication date
02-2024
Peer reviewed
Yes
Austrian Fields of Science 2012
502021 Microeconomics
Portal url
https://ucrisportal.univie.ac.at/en/publications/770f7e72-6834-4513-bd7b-3ac8d8eed2dc