Iterated conditional expectations
نویسندگان
چکیده
منابع مشابه
Iterated Expectations with Common Beliefs
This paper generalizes a result by Samet concerning iterated expectations and common priors. When a player in some state of the world is allowed to ascribe probability zero to that state, something not allowed in Samet’s framework, iterated expectations may not converge, and when they do, common knowledge of their limit may not characterize a common prior. It is shown here that replacing common...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2010
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2010.02.001