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Breakdowns

Abstract:
We study a continuous‐time game of strategic experimentation in which the players try to assess the failure rate of some new equipment or technology. Breakdowns occur at the jump times of a Poisson process whose unknown intensity is either high or low. In marked contrast to existing models, we find that the cooperative value function does not exhibit smooth pasting at the efficient cutoff belief. This finding extends to the boundaries between continuation and stopping regions in Markov perfect equilibria. We characterize the unique symmetric equilibrium, construct a class of asymmetric equilibria, and elucidate the impact of bad versus good Poisson news on equilibrium outcomes.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.3982/te1670

Authors

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Institution:
University of Oxford
Division:
Social Sciences Division
Department:
Economics
Role:
Author


Publisher:
John Wiley and Sons, Ltd.
Journal:
Theoretical Economics More from this journal
Volume:
10
Issue:
1
Pages:
175-202
Publication date:
2015-02-03
Acceptance date:
2014-03-24
DOI:
EISSN:
1933-6837
ISSN:
1555-7561


Language:
English
Keywords:
Pubs id:
pubs:930537
UUID:
uuid:56bed3e3-8ea8-40ba-8b2e-b8b3daaf3edd
Local pid:
pubs:930537
Deposit date:
2019-02-27
ARK identifier:

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