强一致自我确认均衡

Strongly Consistent Self-Confirming Equilibrium

Econometrica · 2010
被引 7
人大 A+FT50ABS 4*

中文导读

指出Fudenberg和Levine关于自我确认均衡的定理4存在反例,并提出更强的一致性概念(强一致性)来修正该定理,确保在观察到偏离者的博弈中结论仍然成立。

Abstract

Fudenberg and Levine (1993a) introduced the notion of self-confirming equilibrium, which is generally less restrictive than Nash equilibrium. Fudenberg and Levine also defined a concept of consistency, and claimed in their Theorem 4 that with consistency and other conditions on beliefs, a self-confirming equilibrium has a Nash equilibrium outcome. We provide a counterexample that disproves Theorem 4 and prove an alternative by replacing consistency with a more restrictive concept, which we call strong consistency. In games with observed deviators, self-confirming equilibria are strongly consistent self-confirming equilibria. Hence, our alternative theorem ensures that despite the counterexample, the corollary of Theorem 4 is still valid. Copyright 2010 The Econometric Society.

自确认均衡强一致性纳什均衡偏离者可观测