重复博弈中贝叶斯学习的可能性

The possibility of Bayesian learning in repeated games

Games and Economic Behavior · 2022
被引 5
人大 AABS 3

中文导读

针对Nachbar提出的贝叶斯学习不一致性结论,本文证明在协调博弈等重要类别中,通过修改可学习性定义,理性学习均衡是可能的,并给出两个正面例子。

Abstract

In infinitely repeated games, Nachbar (1997, 2005) has shown that Bayesian learning of a restricted strategy set is inconsistent; the beliefs required to learn any element of such a set will lead best responses to lie outside of it in most games. But I establish here that Nash convergence of Bayesian learning requires only that optimal play (rather than any possible play) is learnable, and an appropriately modified notion of learnability is consistent in many of the games to which Nachbar's result applies. This means that rational learning of equilibrium is possible in an important class including coordination games, which I illustrate with two examples of positive learning results.

贝叶斯学习重复博弈纳什均衡协调博弈