理性学习导致纳什均衡

Rational Learning Leads to Nash Equilibrium

Econometrica · 1993
被引 29
人大 A+FT50ABS 4*

中文导读

论文证明在无限重复博弈中,如果每个玩家对对手策略的初始信念与真实策略一致,那么贝叶斯更新会让他们长期准确预测对手行为,最终必然按纳什均衡行动。

Abstract

Each of n players, in an infinitely repeated game, starts with subjective beliefs about his opponents' strategies. If the individual beliefs are compatible with the true strategies chose, then Bayesian updating will lead in the long run to accurate prediction of the future of play of the game. It follows that individual players, who know their own payoff matrices and choose strategies to maximize their expected utility, must eventually play according to a Nash equilibrium of the repeated game. An immediate corollary is that, when playing a Harsanyi-Nash equilibrium of a repeated game of incomplete information about opponents' payoff matrices, players will eventually play a Nash equilibrium of the real game, as if they had complete information.

理性学习纳什均衡贝叶斯更新重复博弈