Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/134917
Title: ESSAYS ON GAME THEORY
Authors: ZENG YISHU
Keywords: large game, general Bayesian game, large stochastic game, equilibrium existence, purification, closed-graph property
Issue Date: 12-Aug-2016
Source: ZENG YISHU (2016-08-12). ESSAYS ON GAME THEORY. ScholarBank@NUS Repository.
Abstract: Strategic interactions are common phenomena in economics. This thesis considers such interactions in the environment of many players or asymmetric private information, which boils down to the study of equilibria in games with a continuum of players or games with incomplete information. Specifically, the focus is on three classes of games: large games with infinitely many actions, Bayesian games with interdependent payoffs and correlated types, and large stochastic games. The content is thus divided into three separated chapters. In Chapter 2, we formulate the notion of perfect equilibria in large games with infinitely many actions, and provide a complete characterization of the existence of perfect equilibria. The property of limit admissibility as well as robustness is further discussed. In Chapter 3, we study pure-strategy Bayesian Nash equilibria in games with incomplete information, interdependent payoffs and correlated types. We identify a necessary and sufficient condition for such existence, followed by a related purification result. In Chapter 4, we establish the existence of behavioral-strategy stationary Markov perfect equilibria in every large stochastic game, and provide a necessary and sufficient condition for the existence of pure-strategy stationary Markov perfect equilibria in this setting. We further present a purification result as well as the closed-graph property for such equilibria.
URI: http://scholarbank.nus.edu.sg/handle/10635/134917
Appears in Collections:Ph.D Theses (Open)

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