Sequential Bargaining Under Asymmetric Information
收藏NBER1986-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0056
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We analyze an infinite stage, alternating offer bargaining game in which the buyer knows the gains from trade but the seller does not. Under weak assumptions the game has a unique candidate Perfect Sequential Equilibrium, and it can be solved by backward induction. Equilibrium involves the seller
本文分析了一类无限期交替出价议价博弈，在此博弈中买方知悉交易收益，而卖方对此毫不知情。在较弱的假设前提下，该博弈存在唯一的候选完美序贯均衡（Perfect Sequential Equilibrium），且可通过逆向归纳法（backward induction）求解。该均衡涉及卖方
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美国国家经济研究局创建时间：
1986-05-01
