随机均衡:行动中的噪声还是信念中的噪声?

Stochastic Equilibria: Noise in Actions or Beliefs?

American Economic Journal: Microeconomics · 2022
被引 12
人大 AABS 3

中文导读

提出了噪声信念均衡(NBE)概念,用于分析标准型博弈中玩家对噪声信念做出最优反应的情形,并通过公理限制信念分布,与常规的量化反应均衡(QRE)进行比较,发现NBE是理性化的精炼且对收益的仿射变换不变。

Abstract

We introduce noisy belief equilibrium (NBE) for normal-form games in which players best respond to noisy belief realizations. Axioms restrict belief distributions to be unbiased with respect to and responsive to changes in the opponents’ behavior. The axioms impose testable restrictions both within and across games, and we compare these restrictions to those of regular quantal response equilibrium (QRE) in which axioms are placed on the quantal response function as the primitive. NBE can generate similar predictions as QRE in several classes of games. Unlike QRE, NBE is a refinement of rationalizability and invariant to affine transformations of payoffs.

噪声信念均衡正则量化响应均衡理性化精炼博弈论