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Topologies on types

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Author Info
Dekel, Eddie () (Northwestern University and Tel Aviv University)
Fudenberg, Drew () (Harvard University)
Morris, Stephen () (Princeton University)

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Abstract

We define and analyze a "strategic topology'' on types in the Harsanyi-Mertens-Zamir universal type space, where two types are close if their strategic behavior is similar in all strategic situations. For a fixed game and action define the distance between a pair of types as the difference between the smallest epsilon for which the action is epsilon interim correlated rationalizable. We define a strategic topology in which a sequence of types converges if and only if this distance tends to zero for any action and game. Thus a sequence of types converges in the strategic topology if that smallest epsilon does not jump either up or down in the limit. As applied to sequences, the upper-semicontinuity property is equivalent to convergence in the product topology, but the lower-semicontinuity property is a strictly stronger requirement, as shown by the electronic mail game. In the strategic topology, the set of "finite types'' (types describable by finite type spaces) is dense but the set of finite common-prior types is not.

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Publisher Info
Article provided by Society for Economic Theory in its journal Theoretical Economics.

Volume (Year): 1 (2006)
Issue (Month): 3 (September)
Pages: 275-309
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Handle: RePEc:the:publsh:141

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Related research
Keywords: Rationalizability; incomplete information; common knowledge; universal type space; strategic topology;

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Find related papers by JEL classification:
C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Dekel, Eddie & Fudenberg, Drew & Levine, David K., 2004. "Learning to play Bayesian games," Games and Economic Behavior, Elsevier, vol. 46(2), pages 282-303, February. [Downloadable!] (restricted)
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  2. Fudenberg, Drew & Levine, David, 1986. "Limit games and limit equilibria," Journal of Economic Theory, Elsevier, vol. 38(2), pages 261-279, April. [Downloadable!] (restricted)
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  3. Heifetz, Aviad & Samet, Dov, 1998. "Topology-Free Typology of Beliefs," Journal of Economic Theory, Elsevier, vol. 82(2), pages 324-341, October. [Downloadable!] (restricted)
  4. Philippe Jehiel & Benny Moldovanu, 1998. "Efficient Design with Interdependent Valuations," Discussion Papers 1244, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  5. Rubinstein, Ariel, 1989. "The Electronic Mail Game: Strategic Behavior under "Almost Common Knowledge."," American Economic Review, American Economic Association, vol. 79(3), pages 385-91, June. [Downloadable!] (restricted)
  6. MERTENSÊ, Jean-Franois & SORINÊ, Sylvain & ZAMIRÊ, Shmuel, 1994. "Repeated Games. Part A : Background Material," CORE Discussion Papers 1994020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Geanakoplos, John D. & Polemarchakis, Heraklis M., 1982. "We can't disagree forever," Journal of Economic Theory, Elsevier, vol. 28(1), pages 192-200, October. [Downloadable!] (restricted)
  8. Eddie Dekel & Drew Fudenberg & Stephen Morris, 2005. "Interim Rationalizability," Levine's Bibliography 666156000000000526, UCLA Department of Economics. [Downloadable!]
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  9. Cremer, Jacques & McLean, Richard P, 1985. "Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist When Demands Are Interdependent," Econometrica, Econometric Society, vol. 53(2), pages 345-61, March. [Downloadable!] (restricted)
  10. Ely, Jeffrey C. & Peski, Marcin, 2006. "Hierarchies of belief and interim rationalizability," Theoretical Economics, Society for Economic Theory, vol. 1(1), pages 19-65, March. [Downloadable!]
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  11. Barton L. Lipman, 1997. "Finite Order Implications of Common Priors," Game Theory and Information 9703005, EconWPA. [Downloadable!]
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  12. Jonathan Weinstein & Muhamet Yildiz, 2004. "Finite-Order Implications of Any Equilibrium," Levine's Working Paper Archive 122247000000000065, David K. Levine. [Downloadable!]
  13. Mertens, J.-F., 1986. "Repeated games," CORE Discussion Papers 1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Dirk Bergemann & Stephen Morris, 2005. "Robust Mechanism Design," NajEcon Working Paper Reviews 666156000000000593, www.najecon.org. [Downloadable!]
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  15. Harsanyi, John C, 1995. "Games with Incomplete Information," American Economic Review, American Economic Association, vol. 85(3), pages 291-303, June.
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  16. McAfee, R Preston & Reny, Philip J, 1992. "Correlated Information and Mechanism Design," Econometrica, Econometric Society, vol. 60(2), pages 395-421, March. [Downloadable!] (restricted)
  17. Aviad Heifetz & Zvika Neeman, 2006. "On the Generic (Im)Possibility of Full Surplus Extraction in Mechanism Design," Econometrica, Econometric Society, vol. 74(1), pages 213-233, 01. [Downloadable!] (restricted)
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  18. repec:bep:theadv:v:3:y:2003:i:1:p:1073-1073 is not listed on IDEAS
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  19. Neeman, Zvika, 2004. "The relevance of private information in mechanism design," Journal of Economic Theory, Elsevier, vol. 117(1), pages 55-77, July. [Downloadable!] (restricted)
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  20. Brandenburger, Adam & Dekel, Eddie, 1987. "Rationalizability and Correlated Equilibria," Econometrica, Econometric Society, vol. 55(6), pages 1391-1402, November. [Downloadable!] (restricted)
  21. Atsushi Kajii & Stephen Morris, 1997. "Payoff Continuity in Incomplete Information Games," Discussion Papers 1193R, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  22. Brandenburger Adam & Dekel Eddie, 1993. "Hierarchies of Beliefs and Common Knowledge," Journal of Economic Theory, Elsevier, vol. 59(1), pages 189-198, February. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Dirk Bergemann & Stephen Morris, 2007. "Belief Free Incomplete Information Games," Levine's Bibliography 122247000000001569, UCLA Department of Economics. [Downloadable!]
    Other versions:
  2. Wolfgang Pesendorfer & Faruk Gul, 2007. "The Canonical Space for Behavioral Types," Levine's Bibliography 843644000000000345, UCLA Department of Economics. [Downloadable!]
  3. Pierpaolo Battigalli & Alfredo Di Tillio & Edoardo Grillo & Antonio Penta, 2008. "Interactive Epistemology and Solution Concepts for Games with Asymmetric Information," Working Papers 340, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  4. Eddie Dekel & Drew Fudenberg & Stephen Morris, 2006. "Interim Correlated Rationalizability," Levine's Bibliography 122247000000001188, UCLA Department of Economics. [Downloadable!]
    Other versions:
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