计算超级博弈均衡

Computing Supergame Equilibria

Econometrica · 2003
被引 110
人大 A+FT50ABS 4*

中文导读

提出一种通用方法,用于计算无限重复博弈中完美监督和公共随机化下的超级博弈均衡集,通过三阶段算法构造包含和包含于均衡值集的凸集,并生成支持策略。

Abstract

We present a general method for computing the set of supergame equilibria in infinitely repeated games with perfect monitoring and public randomization. We present a three-stage algorithm that constructs a convex set containing the set of equilibrium values, constructs another convex set contained in the set of equilibrium values, and produces strategies that support them. We explore the properties of this algorithm by applying it to familiar games.

重复博弈均衡完美监督公共随机化算法