Search Results - "VIEILLE, Nicolas"
-
1
Stochastic games
Published in Proceedings of the National Academy of Sciences - PNAS (10-11-2015)“…In 1953, Lloyd Shapley contributed his paper “Stochastic games” to PNAS. In this paper, he defined the model of stochastic games, which were the first general…”
Get full text
Journal Article -
2
ON THE EFFICIENCY OF SOCIAL LEARNING
Published in Econometrica (01-11-2019)“…We revisit prominent learning models in which a sequence of agents make a binary decision on the basis of both a private signal and information related to past…”
Get full text
Journal Article -
3
Zero-sum games with ambiguity
Published in Games and economic behavior (01-09-2019)“…We study whether the basic tenets of the theory of zero-sum games are still valid when players are uncertainty averse. We focus on games with one-sided…”
Get full text
Journal Article -
4
Corrigendum to “Informational externalities and emergence of consensus” [Games Econ. Behav. 66 (2) (2009) 979–994]
Published in Games and economic behavior (01-03-2024)“…Rosenberg et al. (2009) studied the convergence of equilibrium behavior to consensus in social networks. In this corrigendum, we correct the condition required…”
Get full text
Journal Article -
5
Optimal dynamic information provision
Published in Games and economic behavior (01-07-2017)“…We study a dynamic model of information provision. A state of nature evolves according to a Markov chain. An advisor with commitment power decides how much…”
Get full text
Journal Article -
6
Stationary Social Learning in a Changing Environment
Published in Econometrica (01-11-2024)“…We consider social learning in a changing world. With changing states, societies can be responsive only if agents regularly act upon fresh information, which…”
Get full text
Journal Article -
7
Bureaucracy in quest of feasibility
Published in Journal of mathematical economics (01-10-2024)“…A bureaucracy has to determine the values of many decision variables while satisfying a set of constraints. The bureaucracy is not assumed to have any…”
Get full text
Journal Article -
8
TRUTHFUL EQUILIBRIA IN DYNAMIC BAYESIAN GAMES
Published in Econometrica (01-09-2015)“…This paper characterizes an equilibrium payoff subset for dynamic Bayesian games as discounting vanishes. Monitoring is imperfect, transitions may depend on…”
Get full text
Journal Article -
9
On games of strategic experimentation
Published in Games and economic behavior (01-11-2013)“…We study a class of symmetric strategic experimentation games. Each of two players faces an (exponential) two-armed bandit problem, and must decide when to…”
Get full text
Journal Article -
10
Social Learning in One-Arm Bandit Problems
Published in Econometrica (01-11-2007)“…We study a two-player one-arm bandit problem in discrete time, in which the risky arm can have two possible types, high and low, the decision to stop…”
Get full text
Journal Article -
11
Dynamic sender–receiver games
Published in Journal of economic theory (01-03-2013)“…We consider a dynamic version of sender–receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild…”
Get full text
Journal Article -
12
Informational externalities and emergence of consensus
Published in Games and economic behavior (01-07-2009)“…We study a general model of dynamic games with purely informational externalities. We prove that eventually all motives for experimentation disappear, and…”
Get full text
Journal Article -
13
Markov Games with Frequent Actions and Incomplete Information—The Limit Case
Published in Mathematics of operations research (01-02-2016)“…We study the asymptotics of a class of two-player, zero-sum stochastic game with incomplete information on one side when the time span between two consecutive…”
Get full text
Journal Article -
14
Recursive Methods in Discounted Stochastic Games: An Algorithm for δ→ 1 and a Folk Theorem
Published in Econometrica (01-07-2011)“…We present an algorithm to compute the set of perfect public equilibrium payoffs as the discount factor tends to 1 for stochastic games with observable states…”
Get full text
Journal Article -
15
Public vs. Private Offers in the Market for Lemons
Published in Econometrica (01-01-2009)“…We study the role of observability in bargaining with correlated values. Short-run buyers sequentially submit offers to one seller. When previous offers are…”
Get full text
Journal Article -
16
Computing Uniformly Optimal Strategies in Two-Player Stochastic Games
Published in Economic theory (01-01-2010)“…We provide a computable algorithm to calculate uniform ε-optimal strategies in two-player zero-sum stochastic games. Our approach can be used to construct…”
Get full text
Journal Article -
17
Strategic information exchange
Published in Games and economic behavior (01-11-2013)“…We analyze a toy class of two-player repeated games with two-sided incomplete information. In our model, two players are facing independent decision problems…”
Get full text
Journal Article -
18
Aggregation of multiple prior opinions
Published in Journal of economic theory (01-11-2011)“…Experts are asked to provide their advice in a situation of uncertainty. They adopt the decision makerʼs utility function, but each has a potentially different…”
Get full text
Journal Article -
19
Markov Games with Frequent Actions and Incomplete Information
Published in Mathematics of operations research (2016)“…We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The…”
Get full text
Journal Article -
20
On the limit perfect public equilibrium payoff set in repeated and stochastic games
Published in Games and economic behavior (01-05-2014)“…This paper provides a dual characterization of the existing ones for the limit set of perfect public equilibrium payoffs in a class of finite stochastic games…”
Get full text
Journal Article