序贯均衡有多恰当?

How Proper Is Sequential Equilibrium?

Games and Economic Behavior · 1997
被引 18
人大 AABS 3

中文导读

证明标准型博弈的策略组合是恰当均衡当且仅当它在每个扩展型中都是准完美均衡,并引入一种基于决策理论的序贯理性概念SIRE,最后给出不依赖博弈结构特征的策略排序刻画。

Abstract

A strategy profile of a normal form game is proper if and only if it is quasi-perfect in every extensive form (with that normal form). Thus, properness requires optimality along a sequence of supporting trembles, while sequentiality only requires optimality in the limit. A decision-theoretic implementation of sequential rationality, strategic independence respecting equilibrium (SIRE), is defined and compared to proper equilibrium, using lexicographic probability systems. Finally, we give tremble-based characterizations, which do not involve structural features of the game, of the rankings of strategies that underlie proper equilibrium and SIRE.Journal of Economic LiteratureClassification Numbers: C70, C72.

博弈论数学经济学均衡选择决策理论概率系统