贝叶斯相关均衡与博弈中信息结构的比较

Bayes correlated equilibrium and the comparison of information structures in games

Theoretical Economics · 2016
被引 364 · 同刊同年前 3%
人大 AABS 4

中文导读

将不完全信息博弈分解为基本博弈和信息结构,刻画了在给定信息结构下可能出现的贝叶斯纳什均衡结果,并定义了贝叶斯相关均衡,通过个体充分性偏序比较信息结构对均衡集的影响。

Abstract

A game of incomplete information can be decomposed into a basic game and an information structure. The basic game defines the set of actions, the set of payoff states the payoff functions and the common prior over the payoff states. The information structure refers to the signals that the players receive in the game. We characterize the set of outcomes that can arise in Bayes Nash equilibrium if players observe the given information structure but may also observe additional signals. The characterization corresponds to the set of (a version of) incomplete information correlated equilibria which we dub Bayes correlated equilibria. We identify a partial order on many player information structures (individual sufficiency) under which more information shrinks the set of Bayes correlated equilibria. This order captures the role of information in imposing (incentive) constraints on behavior.

贝叶斯相关均衡信息结构个体充分性不完全信息博弈