Common priors and separation of convex sets

DOI10.1006/GAME.1997.0615zbMATH Open0910.90004OpenAlexW2108139029MaRDI QIDQ1269887FDOQ1269887

Authors: Dov Samet 

Publication date: 18 October 1998

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5d8bec36d0d48a18440ae9e21ffee85f880f180f

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• scientific article; zbMATH DE number 1301663

zbMATH Keywords

necessary and sufficient conditionexistence of common prior

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• Trade with Heterogeneous Prior Beliefs and Asymmetric Information
• Iterated expectations and common priors

Cited In (35)

• Weakly rational expectations
• Charges and bets: a general characterisation of common priors
• Iterated expectations, compact spaces, and common priors
• Agreeable bets with multiple priors
• Agreement theorem for neo-additive beliefs
• Characterizing common priors in the form of posteriors
• Consistency of beliefs and epistemic conditions for Nash and correlated equilibria
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
• Belief consistency and trade consistency
• The positive foundation of the common prior assumption
• Bounded arbitrage and nearly rational behavior
• Speculation under unawareness
• On equilibria when agents have multiple priors
• Credit market segmentation, essentiality of commodities, and supermodularity
• Monologues, dialogues, and common priors
• The cycles approach
• Countable spaces and common priors
• Almost common priors
• From posteriors to priors via cycles
• Pareto optima and equilibria when preferences are incompletely known
• Conditional belief types
• On the duality between prior beliefs and trading demands
• Common priors under endogenous uncertainty
• Agreeing to agree and Dutch books
• Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
• Interim efficient allocations under uncertainty
• Self-consistency, consistency and cycles in non-partitional knowledge models
• Rational expectations can preclude trades
• Monotonic models and cycles
• Payoff continuity in incomplete information games: a comment
• Agreeing to disagree in a countable space of equiprobable states of nature
• No trade and yes trade theorems for heterogeneous priors
• Finite order implications of common priors in infinite models
• Characterizing the common prior assumption.
• Interim efficiency with MEU-preferences

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