The Robustness of Equilibria to Incomplete Information
提出分析均衡对少量不完全信息稳健性的一般方法,证明许多严格均衡不稳健,而唯一相关均衡则稳健,并给出稳健性的充分条件。
A number of papers have shown that a strict Nash equilibrium action profile of a game may never be played if there is a small amount of incomplete information (see, for example, Carlsson and van Damme (1993a)). We present a general approach to analyzing the robustness of equilibria to a small amount of incomplete information. A Nash equilibrium of a complete information game is said to be robust to incomplete information if every incomplete information game with payoffs almost always given by the complete information game has an equilibrium which generates behavior close to the Nash equilibrium. We show that many games with strict equilibria have no robust equilibrium and examine why we get such different results from existing refinements. If a game has a unique correlated equilibrium, it is robust. A natural many-player many-action generalization of risk dominance is a sufficient condition for robustness.