Supplement to Common Knowledge
Proof of Proposition 2.17
Proposition 2.17 (Aumann 1976)Let
![calligraphic-M](calM.jpg)
![calligraphic-H](calH.jpg)
![calligraphic-M](calM.jpg)
![calligraphic-M](calM.jpg)
Proof.
(⇐) By Lemma 2.16,
(
ω
) is common knowledge at ω, so E is common knowledge at
ω by Proposition 2.4.
(⇒) We must show that K*N(E)
implies that
(ω)
⊆ E. Suppose that there exists ω′ ∈
(ω) such that
ω′
∉
E.
Since ω′ ∈
(ω),
ω′ is reachable from
ω, so there exists a sequence 0, 1, … ,
m−1 with
associated states ω1, ω2, … ,
ωm and information sets
ik(ωk) such that
ω0 = ω, ωm = ω′,
and ωk ∈
ik(ωk+1).
But at information set
ik(ωm),
agent ik does not know event
E. Working backwards on k, we see that event
E cannot be common knowledge, that is, agent
i1 cannot rule out the possibility that agent
i2 thinks that … that agent
im−1 thinks that agent
im does not know E.
□
Copyright © 2007 by
Peter Vanderschraaf <pvanderschraaf@gmail.com>
Giacomo Sillari <gsillari@sas.upenn.edu>
Peter Vanderschraaf <pvanderschraaf@gmail.com>
Giacomo Sillari <gsillari@sas.upenn.edu>