递归完美信息博弈中的子博弈完美性

Subgame perfection in recursive perfect information games

Economic Theory · 2020
被引 2
人大 A-ABS 3

中文导读

研究了具有完美信息和确定性转移的序贯多人博弈,证明了对于任意正数ε,该类博弈都存在子博弈完美ε-均衡,并给出了构造性证明和有限算法。

Abstract

Abstract We consider sequential multi-player games with perfect information and with deterministic transitions. The players receive a reward upon termination of the game, which depends on the state where the game was terminated. If the game does not terminate, then the rewards of the players are equal to zero. We prove that, for every game in this class, a subgame perfect $$\varepsilon $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>ε</mml:mi> </mml:math> -equilibrium exists, for all $$\varepsilon &gt; 0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>ε</mml:mi> <mml:mo>&gt;</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:math> . The proof is constructive and suggests a finite algorithm to calculate such an equilibrium.

子博弈完美均衡递归完美信息博弈ε-均衡有限算法