正规型博弈纳什均衡的期望数量

The Expected Number of Nash Equilibria of a Normal Form Game

Econometrica · 2004
被引 79
人大 A+FT50ABS 4*

中文导读

给出一个公式,用于计算随机博弈中纳什均衡数量的期望值,其中每个参与者的收益在单位球面上均匀分布,公式可分解为两个因子的乘积。

Abstract

Fix finite pure strategy sets S1 , … , Sn , and let S= S1 ×⋯× Sn . In our model of a random game the agents' payoffs are statistically independent, with each agent's payoff uniformly distributed on the unit sphere in R -super-S. For given nonempty T1 ⊂ S1 , … , Tn ⊂ Sn we give a computationally implementable formula for the mean number of Nash equilibria in which each agent i's mixed strategy has support T i . The formula is the product of two expressions. The first is the expected number of totally mixed equilibria for the truncated game obtained by eliminating pure strategies outside the sets T i . The second may be construed as the "probability" that such an equilibrium remains an equilibrium when the strategies in the sets Si ∖ Ti become available. Copyright The Econometric Society 2005.

纳什均衡期望数量正规型博弈随机博弈