具有模糊性的序贯双人博弈

SEQUENTIAL TWO‐PLAYER GAMES WITH AMBIGUITY*

International Economic Review · 2004
被引 14
人大 AABS 4

中文导读

在序贯双人博弈中引入Dempster-Shafer更新规则来定义信念,提出一种均衡概念,并证明当不确定性趋近于零时该均衡逼近贝叶斯纳什均衡,可用于对贝叶斯纳什均衡进行精炼。

Abstract

If players' beliefs are strictly nonadditive, the Dempster–Shafer updating rule can be used to define beliefs off the equilibrium path. We define an equilibrium concept in sequential two‐person games where players update their beliefs with the Dempster–Shafer updating rule. We show that in the limit as uncertainty tends to zero, our equilibrium approximates Bayesian Nash equilibrium. We argue that our equilibrium can be used to define a refinement of Bayesian Nash equilibrium by imposing context‐dependent constraints on beliefs under uncertainty.

序贯博弈模糊信念贝叶斯纳什均衡精炼