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Correlation on belief and convergence to Nash equilibrium in repeated games

Research output: Contribution to journalJournal Articlepeer-review

Abstract

This paper presents an example in which players never learn to play Nash
equilibrium in the repeated games when one believes that others are correlating their
strategies, though his belief satisfies `a grain of truth' condition. A sufficient condition on the
learning procedure to restore the convergence is suggested and turns out to be quite
demanding.
Original languageEnglish
Pages (from-to)52-61
JournalJournal of Economic Theory and Econometrics
Volume18
Issue number4
Publication statusPublished - Dec 2007
Externally publishedYes

Keywords

  • Repeated game
  • Bayesian learning
  • convergence to Nash equilibrium
  • correlation on belief

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