噪声重复博弈中的个体学习与合作

Individual Learning and Cooperation in Noisy Repeated Games

Review of Economic Studies · 2011
被引 11
人大 A+FT50ABS 4*

中文导读

研究了在博弈细节未知的长期关系中,两个玩家如何通过个体学习维持合作,发现存在稳健均衡使玩家最终获得如同真实状态为共同知识时的收益。

Abstract

We investigate whether two players in a long-run relationship can maintain cooperation when the details of the underlying game are unknown. Specifically, we consider a new class of repeated games with private monitoring, where an unobservable state of the world influences the payoff functions and/or the monitoring structure. Each player privately learns the state over time but cannot observe what the opponent learned. We show that there are robust equilibria in which players eventually obtain payoffs as if the true state were common knowledge and players played a "belief-free" equilibrium. We also provide explicit equilibrium constructions in various economic examples. Copyright 2014, Oxford University Press.

重复博弈私人监督合作信念自由均衡