A dynamic model of equilibrium selection in signaling markets
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Publication:1357423
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
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
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