Essays on game theory
Abstract/Contents
- Abstract
- This dissertation studies various aspects of noncooperative multi-person decision-making. In Chapter 1, I develop a model of Commonly Respectful "interspection" in games. This model is applicable to general finite extensive-form games. It covers strategic situations in which upon seeing a suboptimal move by one player, the other players interpret it as a strong signal about the deviator's lower level of strategic sophistication. I propose and study the two corresponding solution concepts: interspected rationalizability and interspected equilibrium. In Chapter 2, I provide a generalized framework for epistemic analysis of complete information games, the interspective framework. I discuss in detail the corresponding process of interspective decision making. I show how by the use of this framework, one may formally express, besides the model of Chapter 1, also the models underlying such solution concepts as normal-form and extensive-form rationalizability, iterative admissibility. Chapter 3 is a joint paper with Nicolas Lambert and Michael Ostrovsky. We study trading behavior and the properties of prices in informationally complex markets. We characterize the equilibrium behavior in the corresponding game-theoretic model. We then use this characterization to study the informational efficiency of prices as the number of strategic traders becomes large.
Description
| Type of resource | text |
|---|---|
| Form | electronic; electronic resource; remote |
| Extent | 1 online resource. |
| Publication date | 2015 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Associated with | Panov, Mikhail |
|---|---|
| Associated with | Stanford University, Graduate School of Business |
| Primary advisor | Ostrovsky, Michael |
| Thesis advisor | Ostrovsky, Michael |
| Thesis advisor | Skrzypacz, Andrzej, 1973- |
| Thesis advisor | Wilson, Robert, 1937- |
| Advisor | Skrzypacz, Andrzej, 1973- |
| Advisor | Wilson, Robert, 1937- |
Subjects
| Genre | Theses |
|---|
Bibliographic information
| Statement of responsibility | Mikhail Panov. |
|---|---|
| Note | Submitted to the Graduate School of Business. |
| Thesis | Thesis (Ph.D.)--Stanford University, 2015. |
| Location | https://purl.stanford.edu/rm497hy4148 |
Access conditions
- Copyright
- © 2015 by Mikhail Sergeevich Panov
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