Stability in large Bayesian games with heterogeneous players
研究了大型贝叶斯博弈中均衡的后见稳定性,发现一类非匿名参与者且类型与行动空间可无限的博弈中所有均衡渐近稳定,为预测博弈结果提供了更可靠的依据。
Bayesian Nash equilibria that fail to be hindsight-(or, alternatively, ex-post) stable do not provide reliable predictions of outcomes of games in many applications. We characterize a family of large Bayesian games (with many players) in which all equilibria are asymptotically hindsight-stable, and discuss the consequences of this robustness property. In contrast to earlier literature, we establish hindsight stability in a class of games in which players are not anonymous and type spaces and action spaces can be infinite.