同意达成一致

Agreeing to agree

Theoretical Economics · 2011
被引 13
人大 AABS 4

中文导读

研究了在共同先验下,代理人能否就某个事件的后验概率达成一致,并给出了一个充要条件:存在一个非空有限事件F,使得在F中代理人无法区分事件E是否发生,且当F成为共同知识时该性质仍然成立。

Abstract

Aumann has shown that agents who have a common prior cannot have common knowledge of their posteriors for event $E$ if these posteriors do not coincide. But given an event $E$, can the agents have posteriors with a common prior such that it is common knowledge that the posteriors for $E$ \\emph{do} coincide? We show that a necessary and sufficient condition for this is the existence of a nonempty \\emph{finite} event $F$ with the following two properties. First, it is common knowledge at $F$ that the agents cannot tell whether or not $E$ occurred. Second, this still holds true at $F$, when $F$ itself becomes common knowledge.

共同知识后验概率共同先验有限事件