信念层级与中间理性化

Hierarchies of Belief and Interim Rationalizability

Theoretical Economics · 2005
被引 71
人大 AABS 4

中文导读

指出在不完全信息博弈中,传统信念层级不足以描述玩家行为,并构建了通用类型空间,证明只有条件信念的无限层级(即delta层级)才能决定理性化行为。

Abstract

In games with incomplete information, conventional hierarchies of belief are incomplete as descriptions of the players’ information for the purposes of determining a player’s behavior. We show by example that this is true for a variety of solution concepts. We then investigate what is essential about a player’s information to identify rationalizable behavior in any game. We do this by constructing the universal type space for rationalizability and characterizing the types in terms of their beliefs. Infinite hierarchies of beliefs over conditional beliefs, what we call delta-hierarchies, are what turn out to matter. We show that any two types in any two type spaces have the same rationalizable sets in all games if and only if they have the same delta-hierarchies.

不完全信息博弈理性化信念层级条件信念