萨维奇博弈

Savage games

Theoretical Economics · 2016
被引 23
人大 AABS 4

中文导读

定义了萨维奇博弈,这是一种在纯主观不确定性框架下的序数不完全信息博弈,无需先验、概率和收益,通过状态依赖偏好刻画信息与态度,适用于研究策略环境中的不确定性态度。

Abstract

We define and discuss Savage games, which are ordinal games of incomplete information set in L. J. Savage's framework of purely subjective uncertainty. Every Bayesian game is ordinally equivalent to a Savage game. However, Savage games are free of priors, probabilities, and payoffs. Players' information and subjective attitudes toward uncertainty are encoded in the state-dependent preferences over state contingent action profiles. In the class of games we consider, player preferences satisfy versions of Savage's sure-thing principle and small event continuity postulate. Savage games provide a tractable framework for studying attitudes toward uncertainty in a strategic setting. The work eschews any notion of objective randomization, convexity, monotonicity, or independence of beliefs. We provide a number of examples illustrating the usefulness of the framework, including novel results for a purely ordinal matching game that satisfies all of our assumptions and for games for which the preferences of the players admit representations from a wide class of decision-theoretic models.

Savage博弈不完全信息博弈序数博弈主观不确定性