校准学习与相关均衡

Calibrated Learning and Correlated Equilibrium

Games and Economic Behavior · 1997
被引 375 · 同刊同年前 4%
人大 AABS 3

中文导读

证明,如果两个玩家在重复博弈中使用校准预测对方行动并采取短视最优反应,那么博弈序列的极限点是相关均衡;反之,每个相关均衡都有对应的校准学习规则可实现。

Abstract

Suppose two players repeatedly meet each other to play a game where 1. each uses a learning rule with the property that it is a calibrated forecast of the other's plays, and 2. each plays a myopic best response to this forecast distribution. Then, the limit points of the sequence of plays are correlated equilibria. In fact, for each correlated equilibrium there is some calibrated learning rule that the players can use which results in their playing this correlated equilibrium in the limit. Thus, the statistical concept of a calibration is strongly related to the game theoretic concept of correlated equilibrium.Journal of Economic LiteratureClassification Numbers: C72,D83,C44.

校准学习相关均衡博弈论学习规则