与一组概率测度合并:一个刻画

Merging with a set of probability measures: A characterization

Theoretical Economics · 2015
被引 16
人大 AABS 4

中文导读

刻画了先验概率弱合并一组概率测度的条件,引入条件规则概念,证明可学习性等价于可数族条件规则的最终生成,并推广到重复博弈。

Abstract

In this paper, I provide a characterization of a \\textit{set} of probability measures with which a prior ``weakly merges.'' In this regard, I introduce the concept of ``conditioning rules'' that represent the \\textit{regularities% } of probability measures and define the ``eventual generation'' of probability measures by a family of conditioning rules. I then show that a set of probability measures is learnable (i.e., all probability measures in the set are weakly merged by a prior) if and only if all probability measures in the set are eventually generated by a \\textit{countable} family of conditioning rules. I also demonstrate that quite similar results are obtained with ``almost weak merging.'' In addition, I argue that my characterization result can be extended to the case of infinitely repeated games and has some interesting applications with regard to the impossibility result in Nachbar (1997, 2005).

概率测度集弱合并条件规则可学习性