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Bibliographic Details
Main Author: Luo, Daniel
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2404.18884
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author Luo, Daniel
author_facet Luo, Daniel
contents I study reputation formation in repeated games where player actions endogenously determine the probability the game permanently ends. Permanent exit can render reputation useless even to a patient long-lived player whose actions are perfectly monitored, in stark contrast to canonical commitment payoff theorems. However, I identify tight conditions for the long-run player to attain their Stackelberg payoff in all Markov equilibrium. Along the way, I highlight the role of Markov strategies in pinning down the value of reputation formation. I apply my results to give conditional commitment foundations for the infinite chain-store game. I also analyze repeated global games with exit, and obtain new predictions about regime survival.
format Preprint
id arxiv_https___arxiv_org_abs_2404_18884
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Reputation in the Shadow of Exit
Luo, Daniel
Theoretical Economics
I study reputation formation in repeated games where player actions endogenously determine the probability the game permanently ends. Permanent exit can render reputation useless even to a patient long-lived player whose actions are perfectly monitored, in stark contrast to canonical commitment payoff theorems. However, I identify tight conditions for the long-run player to attain their Stackelberg payoff in all Markov equilibrium. Along the way, I highlight the role of Markov strategies in pinning down the value of reputation formation. I apply my results to give conditional commitment foundations for the infinite chain-store game. I also analyze repeated global games with exit, and obtain new predictions about regime survival.
title Reputation in the Shadow of Exit
topic Theoretical Economics
url https://arxiv.org/abs/2404.18884