A dynamic model of equilibrium selection in signaling markets

DOI10.1006/JETH.1996.2239zbMath0872.90023OpenAlexW2119369665MaRDI QIDQ1357423

Larry Samuelson, Georg Nöldeke

Publication date: 15 October 1997

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://irihs.ihs.ac.at/889/1/es-27.pdf

zbMATH Keywords

dynamic modelprivate informationpooling equilibriumseparating equilibrium outcome

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (15)

Equilibrium vengeance ⋮ Signaling Games ⋮ Linear Riley equilibria in quadratic signaling games ⋮ Some dynamics of signaling games ⋮ Property rights and investments: an evolutionary approach ⋮ Bayesian persuasion by a privately informed sender ⋮ Evolutionary learning in signalling games ⋮ Evolution in finitely repeated coordination games ⋮ Why sunk costs matter for bargaining outcomes: An evolutionary approach ⋮ Stochastic stability in a double auction ⋮ Evolutionary game dynamics ⋮ Evolution with changing mutation rates ⋮ Contractual signaling in a market environment ⋮ An evolutionary analysis of insurance markets with adverse selection. ⋮ The dynamics of costly signaling

Cites Work

• Strategic stability and uniqueness in signaling games
• Non-negative matrices and Markov chains. 2nd ed
• Belief-based refinements in signalling games
• An evolutionary analysis of backward and forward induction
• Stochastic stability in games with alternative best replies
• An evolutionary model of bargaining
• Efficient equilibrium selection in evolutionary games with random matching
• Deviations, dynamics, and equilibrium refinements
• Signaling Games and Stable Equilibria
• Informational Equilibrium
• Evolution with State-Dependent Mutations
• Self-Confirming Equilibrium
• Learning, Mutation, and Long Run Equilibria in Games
• The Evolution of Conventions

This page was built for publication: A dynamic model of equilibrium selection in signaling markets