具有(几乎)完美信息的动态博弈

Dynamic games with (almost) perfect information

Theoretical Economics · 2020
被引 5
人大 AABS 4

中文导读

研究了完全信息下有限或无限期动态博弈的两个基本问题,证明了同时行动博弈中无需阶段公共随机化和状态变量连续性即可存在子博弈完美均衡,并扩展了交替行动博弈中纯策略均衡的存在性。

Abstract

This paper aims to solve two fundamental problems on finite‐ or infinite‐horizon dynamic games with complete information. Under some mild conditions, we prove the existence of subgame‐perfect equilibria and the upper hemicontinuity of equilibrium payoffs in general dynamic games with simultaneous moves (i.e., almost perfect information), which go beyond previous works in the sense that stagewise public randomization and the continuity requirement on the state variables are not needed. For alternating move (i.e., perfect‐information) dynamic games with uncertainty, we show the existence of pure‐strategy subgame‐perfect equilibria as well as the upper hemicontinuity of equilibrium payoffs, extending the earlier results on perfect‐information deterministic dynamic games.

动态博弈子博弈完美均衡均衡收益上半连续性纯策略均衡