Robust perfect equilibrium in large games
针对连续玩家非合作博弈,提出“稳健完美均衡”概念,证明其存在性并满足可采纳性、总体稳健性和事后稳健完美性,应用于拥塞博弈并给出唯一性结果。
This paper proposes a new equilibrium concept “robust perfect equilibrium” for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed strategies and also in pure strategies) and satisfy the important properties of admissibility, aggregate robustness, and ex post robust perfection. These properties strengthen relevant equilibrium results in an extensive literature on strategic interactions among a large number of agents. Illustrative applications to congestion games are presented. In the particular case of a congestion game with strictly increasing cost functions, we show that there is a unique symmetric robust perfect equilibrium.