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Econometrica Vol. 73 No. 2 2005

Belief-Free Equilibria in Repeated Games

Jeffrey C. Ely1; Johannes Hörner; Wojciech Olszewski1,2

1 Northwestern University · 2 Rosinformagrotekh

Abstract

We introduce a class of strategies that generalizes examples constructed in two-player games under imperfect private monitoring. A sequential equilibrium is belief-free if, after every private history, each player's continuation strategy is optimal independently of his belief about his opponents' private histories. We provide a simple and sharp characterization of equilibrium payoffs using those strategies. While such strategies support a large set of payoffs, they are not rich enough to generate a folk theorem in most games besides the prisoner's dilemma, even when noise vanishes.

DOI
10.1111/j.1468-0262.2005.00583.x
Volume
73
Issue
2
Pages
377-415
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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