学习与均衡

Learning and Equilibrium

Annual Review of Economics · 2009
被引 104
人大 A-ABS 3

中文导读

探讨在博弈中,长期非均衡的学习、适应和模仿过程如何导致均衡的出现,并分析不同信息条件下学习结果与均衡的关系。

Abstract

The theory of learning in games explores how, which, and what kind of equilibria might arise as a consequence of a long-run nonequilibrium process of learning, adaptation, and/or imitation. If agents' strategies are completely observed at the end of each round (and agents are randomly matched with a series of anonymous opponents), fairly simple rules perform well in terms of the agent's worst-case payoffs, and also guarantee that any steady state of the system must correspond to an equilibrium. If players do not observe the strategies chosen by their opponents (as in extensive-form games), then learning is consistent with steady states that are not Nash equilibria because players can maintain incorrect beliefs about off-path play. Beliefs can also be incorrect because of cognitive limitations and systematic inferential errors.

学习博弈均衡非均衡过程信念错误