A Stochastic Model of Sequential Bargaining with Complete Information
From MaRDI portal
Publication:4836507
DOI10.2307/2951630zbMath0834.90142OpenAlexW1972681895WikidataQ60501420 ScholiaQ60501420MaRDI QIDQ4836507
No author found.
Publication date: 19 June 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951630
Cooperative games (91A12) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (57)
A one-period memory folk theorem for multilateral bargaining games ⋮ Macroeconomic fluctuations and bargaining ⋮ One-dimensional bargaining with Markov recognition probabilities ⋮ Bargaining under monotonicity constraints ⋮ Waiting to settle: multilateral bargaining with subjective biases ⋮ A dynamic equilibrium model of search, bargaining, and money ⋮ Holdup, search, and inefficiency ⋮ On continuous-time Markov processes in bargaining ⋮ Collective hold‐up ⋮ Delays and partial agreements in multi-issue bargaining ⋮ Delay, multiplicity, and non-existence of equilibrium in unanimity bargaining games ⋮ Multilateral bargaining and Walrasian equilibrium ⋮ Uniqueness of stationary equilibrium payoffs in coalitional bargaining ⋮ Equity bargaining with common value ⋮ Modelling negotiated decision making in environmental and natural resource management: a multilateral, multiple issues, non-cooperative bargaining model with uncertainty ⋮ Extreme equilibria in the negotiation model with different time preferences ⋮ Uniqueness of stationary equilibria in a one-dimensional model of bargaining. ⋮ Non-cooperative support for the asymmetric Nash bargaining solution ⋮ Setting Nash Versus Kalai–Smorodinsky Bargaining Approach: Computing the Continuous-Time Controllable Markov Game ⋮ Comparative efficiency of altruism and egoism as voting strategies in stochastic environment ⋮ Backward induction and unacceptable offers ⋮ Noncooperative foundations of bargaining power in committees and the Shapley-Shubik index ⋮ Proposal power and majority rule in multilateral bargaining with costly recognition ⋮ A note on multi-issue two-sided bargaining: bilateral procedures ⋮ Bargaining with private information and the option of a compulsory license ⋮ Dynamic matching and bargaining with heterogeneous deadlines ⋮ New results on the identification of stochastic bargaining models ⋮ UNIQUENESS IN RANDOM-PROPOSER MULTILATERAL BARGAINING ⋮ Competitive bargaining equilibrium ⋮ On striking for a bargain between two completely informed agents ⋮ Existence of stationary bargaining equilibria ⋮ Recognition for sale ⋮ Minimum winning coalitions and endogenous status quo ⋮ Proto-coalition bargaining and the core ⋮ Bargaining and boldness ⋮ One-dimensional bargaining ⋮ On the asymptotic uniqueness of bargaining equilibria ⋮ Stakeholder bargaining games ⋮ Uniqueness of stationary equilibria in bargaining one-dimensional policies under (super) majority rules ⋮ Legislative bargaining with a stochastic surplus and costly~recognition ⋮ Bargaining foundations of the median voter theorem ⋮ Uniqueness of equilibrium payoffs in the stochastic model of bargaining ⋮ Bargaining in a non-stationary environment. ⋮ A decentralized market with trading links ⋮ Multi-lateral strategic bargaining without stationarity ⋮ Creative bargaining ⋮ AN n-PERSON RUBINSTEIN BARGAINING GAME ⋮ Strategic bargaining with firm inventories ⋮ Equilibrium payoffs and proposal ratios in bargaining models ⋮ Coalitional bargaining games: a new concept of value and coalition formation ⋮ Bargaining delay under partial breakdowns and externalities ⋮ Selective acceptance and inefficiency in a two-issue complete information bargaining game ⋮ Bargaining with asymmetric threat points ⋮ Bargaining with non-convexities ⋮ Uniqueness of stationary equilibrium payoffs in the Baron-Ferejohn model ⋮ Majority rule in a stochastic model of bargaining ⋮ Formal versus informal legislative bargaining
This page was built for publication: A Stochastic Model of Sequential Bargaining with Complete Information
