A note on robust Nash equilibria in games with uncertainties

Abstract : In this short note, we investigate extensions of Nash equilibria when players have some uncertainties upon their payoffs mappings, the behavior (or the type, number or any other characteristics) of their opponents. These solutions are qualified either as robust, ambiguous, partially specified or with uncertainty aversion, depending on the context. We provide a simple necessary and sufficient condition that guarantees their existence and we show that this is actually a selection of conjectural (or self-confirming) equilibria. We finally conclude by how this concept can and should be defined in games with partial monitoring in order to preserve existence properties.
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Pré-publication, Document de travail
2013
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https://hal.archives-ouvertes.fr/hal-00773216
Contributeur : Vianney Perchet <>
Soumis le : samedi 12 janvier 2013 - 01:08:12
Dernière modification le : lundi 29 mai 2017 - 14:21:51
Document(s) archivé(s) le : samedi 13 avril 2013 - 02:35:10

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  • HAL Id : hal-00773216, version 1

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UPMC | USPC | PMA

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Vianney Perchet. A note on robust Nash equilibria in games with uncertainties. 2013. 〈hal-00773216〉

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