This paper presents a model of network formation in which links are costly.
We endogeneize the part of the cost supported by each of the players involved
in a bilateral link. In this sense we consider that these sharings result from
bargaining. We study this process in a context of coordination games. We show
that, if this cost is not too high, players coordinate either in the risk-dominant
action or in the efficient one: if costs of forming links are higher than the
risk-dominance premium the efficient action is selected; meanwhile, if they are
lower, the risk-dominant action prevails.
There are social and economic situations in which the existence of some kind
of connections between the agents is necessary to interact. We can think for
example on information transmission: agents need some way of communication
in order to be able to exchange information. In many cases the establishment
and maintenance of these connections is costly. We model a situation in which
the benefits from interacting is related to coordination, that is, any two players
who establish a link benefit if they are coordinated in the same action. The main
feature of our model is how the agents who form a link share the cost it involves.
We propose that this division results from bargaining; in this sense, we make
the agents� shares of the link cost endogenous. The model deals with the choice
of a standard in a population (e.g. PC vs. Mackintosh) and with the network
formation, that is, given the choices on standards, each agent decides who she
wants to interact with (i.e. to form links). The earnings of the interaction
between two agents (i.e. of forming a link) are represented by the payoffs of
a 2 × 2 symmetric coordination game in which we identify the actions with
the standards chosen. This game is characterized by two pure strategy Nash
equilibria, one efficient and the other risk-dominant. The formation of a link
is costly and we consider that the part of the cost each of the involved agent
supports results from bargaining. Thus, in this model each player will first
decide a standard and then, each possible pair of players enters in a bargaining
process in which they have to agree on how to share the cost (and form a link),
or reach the outside option of not forming the link.
We propose the Nash Bargaining solution to distribute the cost. We find
that this game presents multiplicity of equilibria. Therefore we introduce a
dynamics in which, from any initial state, each period players receive revision
opportunities. We assume a best-response adjustment to update strategies.
We analyze the set of limit states of this process and we get that the initial
multiplicity persists. To deal with the equilibrium selection we use stochastic
stability techniques. We find a treshold for the link cost that coincides with
the risk-dominance premium. If the cost of the link is lower than this treshold
we get that all the population coordinates in the (inefficient) risk-dominant
standard. If the cost of the link is higher, efficiency is achieved, provided that
the cost is not so high that no link can be profitable for both players involved.
The study of networks has been increasingly considered in the literature
in the last years. Specially relevant in this field is the work by Jackson and
Wolinsky (1996), who study the stability and efficiency of social and economic
networks; in their work they do not formally model the procedure through which
a graph is formed. There are also studies that explicitly analyze the dynamic
process of network formation. Consider for example Bala and Goyal (2000),
Jackson and Watts (1998), and Watts (2001). In these models agents only
decide about link formation and there are no other actions that influence their
payoffs. Bala and Goyal (2000) develop a noncooperative model of network
formation considering both directed and non-directed networks. They show
convergence to strict Nash networks.
Specifically, if we consider models in which the formation of links is costly,
in the literature we find two ways to tackle with the link cost: (i) the one-sided
links models, that are characterized by the fact that the agent who proposes
to form a link will completely cover the cost; (ii) the two-sided links models,
in which each of the two agents involved in the link will share the cost in
equal amount. In the setup of social coordination games (where our research
fits) Goyal and Vega-Redondo (2000) is framed in the first kind of models;
among the second ones we find Jackson and Watts (1999) and Droste, Gilles
and Johnson (2000), in which a spatial location of agents is introduced. Both
kind of models (one-sided and two sided) seem to be questionable since it is
reasonable to argue that when two players have the possibility to form (or
maintain) a link, the one who will get a greater payoff from it will be willing
to cover a higher part of the cost it involves. We propose the Nash solution
to distribute the cost of a link in this setup of bilateral coordination games.
This endogeneization of the distribution of the cost provides two important
advantages to our model over the former ones: (i) now, whenever a link is
profitable (the sum of the link-payoffs of the two agents is higher than the linkcost)
the link will be formed, which in fact will result in a higher connectivity;
and (ii) the cost supported by each player in a certain link will depend on the
relative payoff of both agents involved in it. We get that our results are related
to the first kind of models.
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