User profiles for Marcin Peski
Marcin PeskiUniversity of Toronto Verified email at utoronto.ca Cited by 696 |
Spontaneous discrimination
We consider a dynamic economy in which agents are repeatedly matched and decide whether
or not to form profitable partnerships. Each agent has a physical color and a social color. …
or not to form profitable partnerships. Each agent has a physical color and a social color. …
Repeated games with incomplete information and discounting
M Pęski - Theoretical Economics, 2014 - Wiley Online Library
We analyze discounted repeated games with incomplete information, such that the players'
payoffs depend only on their own type (known‐own payoff case). We describe an algorithm …
payoffs depend only on their own type (known‐own payoff case). We describe an algorithm …
Value of persistent information
We develop a theory of how the value of an agent's information advantage depends on the
persistence of information. We focus on strategic situations with strict conflict of interest, …
persistence of information. We focus on strategic situations with strict conflict of interest, …
Generalized risk-dominance and asymmetric dynamics
M Peski - Journal of Economic Theory, 2010 - Elsevier
This paper proposes two (ordinal and cardinal) generalizations of [JC Harsanyi, R. Selten, A
General Theory of Equilibrium Selection in Games, MIT Press, Cambridge, MA and London, …
General Theory of Equilibrium Selection in Games, MIT Press, Cambridge, MA and London, …
Hierarchies of belief and interim rationalizability
[This item is a preserved copy. To view the original, visit http://econtheory. org/] In games with
incomplete information, conventional hierarchies of belief are incomplete as descriptions of …
incomplete information, conventional hierarchies of belief are incomplete as descriptions of …
Comparison of information structures in zero-sum games
M Pęski - Games and Economic Behavior, 2008 - Elsevier
This note provides simple necessary and sufficient conditions for the comparison of information
structures in zero-sum games. This solves an open problem of Grossner and Mertens […
structures in zero-sum games. This solves an open problem of Grossner and Mertens […
Critical types
How can we know in advance whether simplifying assumptions about beliefs will make a
difference in the conclusions of game-theoretic models? We define critical types to be types …
difference in the conclusions of game-theoretic models? We define critical types to be types …
Repeated games with incomplete information on one side
M Peski - Theoretical Economics, 2008 - econstor.eu
This paper studies repeated games with incomplete information on one side and equal
discount factors for both players. The payoffs of the informed player I depend on one of two …
discount factors for both players. The payoffs of the informed player I depend on one of two …
Generalization of a result on “regressions, short and long”
F Molinari, M Peski - Econometric Theory, 2006 - cambridge.org
This paper is concerned with the problem of combining a data set that identifies the conditional
distribution P(y|x) with one that identifies the conditional distribution P(z|x) to identify the …
distribution P(y|x) with one that identifies the conditional distribution P(z|x) to identify the …
The principal-agent approach to testing experts
W Olszewski, M Pęski - American economic Journal: microeconomics, 2011 - aeaweb.org
Recent literature on testing experts shows that it is often impossible to determine whether
an expert knows the stochastic process that generates data. Despite this negative result, we …
an expert knows the stochastic process that generates data. Despite this negative result, we …