稳定均衡的充分条件

Sufficient Conditions for Stable Equilibria

Theoretical Economics · 2006
被引 23
人大 AABS 4

中文导读

提出满足两个假设的纳什均衡精炼,能选出Kohlberg和Mertens定义的稳定子集:一个假设要求所选集合对添加冗余策略不变,另一个是强逆向归纳,即每个策略在完美回忆扩展式博弈的每个信息集上序贯理性且条件可容许,通过准完美均衡实现。对两人博弈给出了稳定集的精确刻画。

Abstract

A refinement of the set of Nash equilibria that satisfies two assumptions is shown to select a subset that is stable in the sense defined by Kohlberg and Mertens. One assumption requires that a selected set is invariant to adjoining redundant strategies and the other is a strong version of backward induction. Backward induction is interpreted as the requirement that each player's strategy is sequentially rational and conditionally admissible at every information set in an extensive-form game with perfect recall, implemented here by requiring that the equilibrium is quasi-perfect. The strong version requires 'truly' quasi-perfection in that each strategy perturbation refines the selection to a quasi-perfect equilibrium in the set. An exact characterization of stable sets is provided for two-player games.

稳定均衡拟完美均衡逆向归纳冗余策略