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【12月6日】【CEMA研讨会2018秋季第十三讲】 Mixed strategy implementation under ambiguity

[发表时间]:2018-11-30 [来源]:中国经济与管理研究院 [浏览次数]:

  论文题目:Mixed strategy implementation under ambiguity

  报告人:刘知微(首都经济贸易大学国际经济管理学院副教授)

  论文摘要:This paper introduces mixed strategies into the implementation theory under ambiguity. An ambiguity averse player may strictly prefer a mixed strategy to any pure strategy. The introduction of mixed strategies allows us to strengthen and generalize previous results in de Castro and Yannelis (2018) and de Castro et al. (2017). We recast Prescott and Townsend (1984) with ambiguity averse players, and show that ambiguity aversion makes any efficient allocation incentive compatible. Furthermore, we show that every interim maxmin efficient allocation is mixed maxmin incentive compatible and also implementable in mixed strategies under the Wald type maxmin preferences. It follows from our new implementation results that ex-ante maxmin efficient allocations and interim private (information) maxmin value allocations are all mixed maxmin incentive compatible and implementable in mixed strategies under the Wald type maxmin preferences.

  时间:12月6日(周四)中午12:10-13:30

  地点:学院南路校区学术会堂712

  报告人简介:刘知微,首都经济贸易大学国际经济管理学院副教授。2014年毕业于伊利诺大学香槟分校,获经济学博士学位;研究领域为实施理论、博弈论和一般均衡理论等,并在Games and Economic Behavior, Economic Theory, Economic Theory Bulletin等期刊上发表论文。

  主办:中国经济与管理研究院


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