Equilibrium without independence

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Equilibrium without Independence *

Because players whose preferences violate the von Neumann-Morgenstern independence axiom may be unwilling to randomize as mixed-strategy Nash equilibrium would require, a Nash equilibrium may not exist without independence. This paper generalizes Nash’s definition of equilibrium, retaining its rationalexpectations spirit but relaxing its requirement that a player must bear as much uncertainty a...

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ژورنال

عنوان ژورنال: Journal of Economic Theory

سال: 1990

ISSN: 0022-0531

DOI: 10.1016/0022-0531(90)90088-2