Iterated expectations, compact spaces, and common priors

DOI10.1016/J.GEB.2010.06.012MaRDI QIDQ536088zbMATH OpenOpenAlexFDO

Authors Ziv Hellman

Publication date 16 May 2011

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

Full work available at URL http://ratio.huji.ac.il/sites/default/files/publications/dp522.pdf

zbMATH Keywords

common priorsiterated expectations

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Other game-theoretic models (91A40) Economics of information (91B44)

Recommendations

• Iterated expectations and common priors
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Cites work

• Agreeing to disagree
• Characterizing common priors in the form of posteriors
• Don't Bet on it: Contingent Agreements with Asymmetric Information
• Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
• How to make sense of the common prior assumption under incomplete information
• Information, trade and common knowledge
• Iterated expectations and common priors
• Markov chains and invariant probabilities
• Quantified beliefs and believed quantities
• The positive foundation of the common prior assumption
• The veil of public ignorance
• Trade with Heterogeneous Prior Beliefs and Asymmetric Information

Cited in

(8)

• Iterated expectations and common priors
• Common priors and separation of convex sets
• Charges and bets: a general characterisation of common priors
• Countable spaces and common priors
• Belief consistency and trade consistency
• On the consistency among prior, posteriors, and information sets (extended abstract)
• On the consistency among prior, posteriors, and information sets
• How common are common priors?

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