完美信息博弈中的理性、纳什均衡与逆向归纳

Rationality, Nash Equilibrium and Backwards Induction in Perfect- Information Games

Review of Economic Studies · 1997
被引 178
人大 A+FT50ABS 4*

中文导读

证明在一般完美信息博弈中,初始时共同确知理性所支持的结果集等于先删除一次弱占优策略再迭代删除强占优策略后存活的结果集,因此逆向归纳结果并非唯一可能;若附加其他共同确知条件,则结果必为纳什均衡结果。

Abstract

We say that a player is certain of an event A if she assigns probability 1 to A. There is common certainty (CC) of A if the event A occurred, each player is certain of A, each player is certain that every other player is certain of A, and so forth. It is shown that in a generic perfect-information game the set of outcomes that are consistent with common certainty of rationality (CCR) at the beginning of the game coincides with the set of outcomes that survive one deletion of weakly dominated strategies and then iterative deletion of strongly dominated strategies. Thus, the backward induction outcome is not the only outcome that is consistent with CCR. In particular, cooperation in Rosenthal's (1981) centipede game, and fighting in Selten's (1978) chainstore game are consistent with CCR at the beginning of the game. Next, it is shown that, if in addition to CCR, there is CC that each player assigns a positive probability to the true strategies and beliefs of the other players, and if there is CC of the support of the beliefs of each player, then the outcome of the game is a Nash equilibrium outcome.

共同知识理性逆向归纳完美信息博弈