Measurable Selection for Purely Atomic Games

• 成果类型: Article
• 署名作者: Hellman, Ziv; Levy, Yehuda John
• 署名单位: Bar Ilan University; University of Glasgow
• 刊物名称: ECONOMETRICA
• ISSN/ISSBN: 0012-9682
• DOI: 10.3982/ECTA15479
• 发表日期: 2019
• 页码: 593-629
• 关键词: DISCOUNTED STOCHASTIC GAMES; incomplete information; common knowledge; equilibrium

摘要

A general selection theorem is presented constructing a measurable mapping from a state space to a parameter space under the assumption that the state space can be decomposed as a collection of countable equivalence classes under a smooth equivalence relation. It is then shown how this selection theorem can be used as a general purpose tool for proving the existence of measurable equilibria in broad classes of several branches of games when an appropriate smoothness condition holds, including Bayesian games with atomic knowledge spaces, stochastic games with countable orbits, and graphical games of countable degree-examples of a subclass of games with uncountable state spaces that we term purely atomic games. Applications to repeated games with symmetric incomplete information and acceptable bets are also presented.