On the Existence of Monotone Pure-Strategy Equilibria in Bayesian Games
推广了贝叶斯博弈中单调纯策略均衡的存在性定理,允许行动空间为紧局部完备度量半格、类型空间为偏序概率空间,并应用于多单位拍卖中风险规避投标人的情形。
We generalize Athey's (2001) and McAdams' (2003) results on the existence of monotone pure-strategy equilibria in Bayesian games. We allow action spaces to be compact locally complete metric semilattices and type spaces to be partially ordered probability spaces. Our proof is based on contractibility rather than convexity of best-reply sets. Several examples illustrate the scope of the result, including new applications to multi-unit auctions with risk-averse bidders.