Discounted stochastic games with voluntary transfers

B-Tier
Journal: Economic Theory
Year: 2018
Volume: 66
Issue: 1
Pages: 235-263

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract This paper studies discounted stochastic games with perfect or imperfect public monitoring and the opportunity to conduct voluntary monetary transfers and possibly burn money. This generalization of repeated games with transfers is ideally suited to study relational contracting in applications with long-term investments and also allows to study collusive industry dynamics. We show that for all discount factors every perfect public equilibrium payoff can be implemented with a class of simple equilibria that have a stationary structure on the equilibrium path and optimal penal codes with a stick-and-carrot structure. We develop an algorithm for perfect monitoring to compute the set of equilibrium payoffs and find simple equilibria that implement these payoffs.

Technical Details

RePEc Handle
repec:spr:joecth:v:66:y:2018:i:1:d:10.1007_s00199-017-1060-1
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25