博弈中的理性预期

Rational Expectations in Games

American Economic Review · 2008
被引 103
人大 A+FT50ABS 4*

中文导读

定义博弈情境为博弈加上参与者的信念,提出在共同理性知识和共同先验下,参与者的信念和预期是理性的。在两人零和博弈中,唯一理性预期是博弈值;在任意博弈中,理性预期可用加倍博弈的相关均衡来刻画。

Abstract

A player i's actions in a game are determined by her beliefs about other players; these depend on the game's real-life context, not only its formal description. Define a game situation as a game together with such beliefs; call the beliefs—and i's resulting expectation—rational if there is common knowledge of rationality and a common prior. In two-person zero-sum games, i's only rational expectation is the game's value. In an arbitrary game G, we characterize i's rational expectations in terms of the correlated equilibria of the doubled game 2G in which each of i's strategies in G appears twice.

理性预期博弈情境共同知识相关均衡