评估战略风险

Assessing Strategic Risk

American Economic Journal: Microeconomics · 2009
被引 26
人大 AABS 3

中文导读

提出在战略博弈中仅用实际可用策略定义主观概率的方法,适用于决策者选项受限的对抗自然博弈,并证明期望效用唯一。

Abstract

In recent decades, subjective probabilities have been increasingly applied to an adversary's choices in strategic games (SGs). In games against nature (GANs), the subjective probability of a state can be elicited from lotteries yielding utility 1 if that state obtains, 0 otherwise. But in SGs, making such a lottery available changes the game, and so the players' incentives. Here, we propose a definition of subjective probabilities in SGs that uses actually available strategies only. The definition applies also to GANs where the decision maker's options are restricted. The probabilities that emerge need not be unique, but expected utilities are unique.

主观概率策略博弈自然博弈期望效用