The Robustness of Incomplete Penal Codes in Repeated Interactions

نویسنده

  • OLIVIER GOSSNER
چکیده

We study the robustness of equilibria with regards to small payoff perturbations of the dynamic game. We find that complete penal codes, that specify player’s strategies after every history, can have at best limited robustness and may even fail to exist for some games. We define incomplete penal codes as partial descriptions of equilibrium strategies. We construct incomplete penal codes that are robust to perturbations of the game dynamics. These codes generate a Folk Theorem in a class of stochastic games with incomplete information.

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تاریخ انتشار 2012