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Différences d'information, solutions concurrentielles et stratégies révélatrices

Published online by Cambridge University Press:  17 August 2016

Françoise Forges
Françoise Forges*
Affiliation:
Université Catholique de Louvain
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Résumé

Nous passons en revue quelques résultats récents sur la concrétisation des solutions concurrentielles d'économies où les agents ne disposent pas tous de la même information. Dans ce cadre, l'extension des définitions formalisées par Arrow et Debreu suscite de nombreuses difficultés conceptuelles. Certaines propriétés de l'équilibre à anticipations rationnelles, par exemple, paraissent paradoxales. Ann de donner des fondements à cette approche, on cherche à concrétiser les solutions concurrentielles en montrant qu'elles coïncident avec les équilibres stratégiques d'un scénario (un jeu) approprié. Le plus souvent, on est amené à considérer un grand nombre de ≪ répliques ≫ des agents pour rendre compte du caractere négligeable des individus. Nous analysons en particulier l'effet de cette construction sur les contraintes d'incitation liees à la transmission d'information par les agents.

Summary

Summary

We survey some recent results on implementation of competitive solutions in differential information economies. Extending to this context Arrow and Debreu's definitions raises many conceptual issues. For instance, some properties of rational expectations equilibria may appear as paradoxical. In order to provide this approach with foundations, it has become usual to show that competitive solutions are implementable, namely coincide with the strategic equilibria of an appropriate scenario (i.e. a game). This typically leads to models that involve a large number of agents' replicas, where every individual agent becomes negligible. We specially analyze the effects of such constructions on the incentive compatibility constraints that are related with agents' information transmission.

Keywords

D82C72D82C72
Type
Research Article
Information
Recherches Économiques de Louvain/ Louvain Economic Review , Volume 61 , Issue 1 , 1995 , pp. 99 - 123
Copyright
Copyright © Université catholique de Louvain, Institut de recherches économiques et sociales 1995 

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Footnotes

(*)

Le texte qui suit présente des résultats de recherche du Programme Pôles d’Attraction Interuniversitaires mis en æuvre à l’initiative de l’Etat Beige, Services du Premier Ministre, programmation de la politique scientifique. Les auteurs en assument la responsabilité scientifique.

References

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