A Note on Strongly Renegotiation-Proof Equilibria

Christian Schultz ()

No 92-06, Discussion Papers from University of Copenhagen. Department of Economics

Abstract: In this note it is shown that if the Pareto frontier of the one-shot game is strictly concave and contains the Pareto frontier of the set of weakly renegotiation-proof equilibrium average payoffs, and if there is a player who always has a short-run incentive to deviate from any action pair giving payoffs on this frontier, then no strongly renegotiation-proof equilibrium exists.

JEL-codes: C72 C73 (search for similar items in EconPapers)
Pages: 6 pages
Date: 1992-07
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Published in: Games and Economic Behavior, 1994, 6(3) pp 469-73

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