支付和监控结构未知的重复博弈

Repeated Games Where the Payoffs and Monitoring Structure Are Unknown

Econometrica · 2010
被引 34
人大 A+FT50ABS 4*

中文导读

研究了玩家既不知道支付函数也不知道信号分布与行动关系的重复博弈,提出了完美公共事后均衡概念并给出特征化,证明了在可识别条件下存在近似于已知结构的均衡。

Abstract

This paper studies repeated games with imperfect public monitoring where the players are uncertain both about the payoff functions and about the relationship between the distribution of signals and the actions played. We introduce the concept of perfect public ex post equilibrium (PPXE), and show that it can be characterized with an extension of the techniques used to study perfect public equilibria. We develop identifiability conditions that are sufficient for a folk theorem; these conditions imply that there are PPXE in which the payoffs are approximately the same as if the monitoring structure and payoff functions were known. Finally, we define perfect type-contingently public ex post equilibria (PTXE), which allows players to condition their actions on their initial private information, and we provide its linear programming characterization.

重复博弈不完全公共监督事后完美公共均衡可识别性条件