TY - JOUR
TI - Agreeing to Disagree
T2 - Annals of Statistics
IS - 6
KW - common knowledge
KW - математическое моделирование
KW - экономическое поведение
AB - Aumann (1976) put forward a formal definition of common knowledge and
used it to prove that two "like minded" individuals cannot "agree to
disagree" in the following sense. If they start from a common prior
and update the probability of an event E (using Bayes' rule) on the
basis of private information, then it cannot be common knowledge
between them that individual 1 assigns probability p to E and
individual 2 assigns probability q to E with p, which is not equal to
q. In other words, if their posteriors of event E are common
knowledge then they must coincide. Aumann's Agreement Theorem has
given rise to a large literature which review in this paper. The
results are classified according to whether they are probabilistic
(Bayesian) or qualitative. Particular attention is paid to the issue
of how to interpret the notion of Harsanyi consistency as a (local)
property of belief hierarchies.
AU - Aumann, Robert J.
UR - http://ecsocman.hse.ru/text/19139559/
PY - 1976
SP - 1236-39
M2 - 1236
VL - 4
SN -
N1 -
LA - EN
CY -
PB -
M3 -
LB -
VL -
ER -