网络博弈中的学习与自我确认均衡

Learning and selfconfirming equilibria in network games

Journal of Economic Theory · 2023
被引 6
人大 AABS 4

中文导读

研究了在重复网络博弈中,当代理人不知道网络结构、仅观察自身收益时,其学习过程如何收敛到自我确认均衡,并比较了该均衡与纳什均衡下代理人活跃程度的差异。

Abstract

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their optimal action depends on an unknown state that is, actually, an aggregate of the actions of their neighbors. In each period, every agent chooses an action that maximizes her instantaneous subjective expected payoff and then updates her beliefs according to what she observes. In particular, we assume that each agent only observes her realized payoff. A steady state of the resulting dynamic is a selfconfirming equilibrium given the assumed feedback. We identify conditions on the network externalities, agents' beliefs, and learning dynamics that make agents more or less active (or even inactive) in steady state compared to Nash equilibrium.

自确认均衡网络博弈学习动态网络外部性