计算扩展型两人博弈的规范形式完美均衡

Computing Normal Form Perfect Equilibria for Extensive Two-Person Games

Econometrica · 2002
被引 75
人大 A+FT50ABS 4*

中文导读

提出一种利用序列形式高效计算完全回忆扩展型两人博弈均衡的算法,从任意起始向量沿分段线性路径追踪均衡,若起始策略完全混合则得到规范形式完美均衡。

Abstract

This paper presents an algorithm for computing an equilibrium of an extensive two-person game with perfect recall. The method is computationally efficient by virtue of using the sequence form, whose size is proportional to the size of the game tree. The equilibrium is traced on a piecewise linear path in the sequence form strategy space from an arbitrary starting vector. If the starting vector represents a pair of completely mixed strategies, then the equilibrium is normal form perfect. Computational experiments compare the sequence form and the reduced normal form, and show that only the sequence form is tractable for larger games.

序列形式完美均衡扩展式博弈两人博弈