中文  |  English

新闻动态
【CEMA研讨会】12月6日刘知微:Mixed strategy implementation under ambiguity
发布时间:2018-11-30    浏览次数:

CEMA研讨会2018年秋季第十三讲将于12月6日(周四)中午12:10-1:30在712会议室举行,由首都经济贸易大学国际经济管理学院刘知微副教授报告论文“Mixed strategy implementation under ambiguity”,欢迎感兴趣的师生参加。

 

【Titile】: Mixed strategy implementation under ambiguity

 

【Abstract】: This paper introduces mixed strategies into the implementation theory under ambiguity. An ambiguity averse player may strictly prefer a mixed strategy to any pure strategy. The introduction of mixed strategies allows us to strengthen and generalize previous results in de Castro and Yannelis (2018) and de Castro et al. (2017). We recast Prescott and Townsend (1984) with ambiguity averse players, and show that ambiguity aversion makes any efficient allocation incentive compatible. Furthermore, we show that every interim maxmin efficient allocation is mixed maxmin incentive compatible and also implementable in mixed strategies under the Wald type maxmin preferences. It follows from our new implementation results that ex-ante maxmin efficient allocations and interim private (information) maxmin value allocations are all mixed maxmin incentive compatible and implementable in mixed strategies under the Wald type maxmin preferences.

 

【报告人简介】: 刘知微,首都经济贸易大学国际经济管理学院副教授。2014年毕业于伊利诺大学香槟分校,获经济学博士学位;研究领域为实施理论、博弈论和一般均衡理论等,并在Games and Economic Behavior, Economic Theory, Economic Theory Bulletin等期刊上发表论文。

 

                                                      中国经济与管理研究院
                                                          2018年11月30日