Beliefs in Repeated Games
证明,在重复博弈中,不存在同时满足可学习性、多样性(CSP)和一致性的信念,即若玩家能预测对手策略且预期策略集足够丰富,则无人能预期对手的最优反应。
Consider a two-player discounted infinitely repeated game. A player's belief is a probability distribution over the opponent's repeated game strategies. This paper shows that, for a large class of repeated games, there are no beliefs that satisfy three properties: learnability, a diversity of belief condition called CSP, and consistency. Loosely, if players learn to forecast the path of play whenever each plays a strategy that the other anticipates (in the sense of being in the support of that player's belief) and if the sets of anticipated strategies are sufficiently rich, then neither anticipates any of his opponent's best responses. This generalizes results in Nachbar (1997). Copyright The Econometric Society 2005.