动态随机博弈中正则马尔可夫完美均衡的理论:一般性、稳定性与纯化

A theory of regular Markov perfect equilibria in dynamic stochastic games: Genericity, stability, and purification

Theoretical Economics · 2010
被引 84
人大 AABS 4

中文导读

研究了动态随机博弈中马尔可夫完美均衡的一般性质,证明几乎所有此类博弈都有有限个局部孤立的均衡,这些均衡是本质的、强稳定的,并且可以纯化。

Abstract

This paper studies generic properties of Markov perfect equilibria in dynamic stochastic games. We show that almost all dynamic stochastic games have a finite number of locally isolated Markov perfect equilibria. These equilibria are essential and strongly stable. Moreover, they all admit purification. To establish these results, we introduce a notion of regularity for dynamic stochastic games and exploit a simple connection between normal form and dynamic stochastic games.

正则马尔可夫完美均衡动态随机博弈通有性纯化