The ex ante α-core for normal form games with uncertainty

Youcef Askoura (1) , Mohammed Sbihi (2) , Hamid Tikobaini (3)

1 Chercheur indépendant
2 MAIAA - ENAC - Laboratoire de Mathématiques Appliquées, Informatique et Automatique pour l'Aérien
3 LMPA - Laboratoire de Mathématiques Pures et Appliquées [Tizi-Ouzou]

In this paper we study the existence of the α-core for an n-person game with incomplete information. We follow a Milgrom-Weber-Balder formulation of a game with incomplete information. The players adopt behavioral strategies represented by Young measures. The game unrolls in one step at the ex ante stage. In this context, the mixed-extensions of the utility functions are not quasi-concave, and as a result the classical Scarf's theorem cannot be applied. An approximation argument is used to overcome this lack of concavity.

Mots clés: α-core; game with incomplete information; normal form games; behavioral strategies; game with uncertainty

Domaines: Optimisation et contrôle [math.OC]; Recherche opérationnelle [math.OC]; Economies et finances

Youcef Askoura, Mohammed Sbihi, Hamid Tikobaini. The ex ante α-core for normal form games with uncertainty. Journal of Mathematical Economics, 2013, 49 (2), pp 157-162. ⟨10.1016/j.jmateco.2013.01.007⟩. ⟨hal-00924267⟩