统计博弈中的相似性纳什均衡

Similarity Nash Equilibria in Statistical Games

American Economic Journal: Microeconomics · 2023
被引 3
人大 AABS 3

中文导读

研究了统计博弈中玩家如何利用相似性加权频率预测博弈结果并协调行动,证明了该模型能解释先例的重要性和内生的太阳黑子形成。

Abstract

A statistical game is a game in which strategic interaction is mediated via a binary outcome y, coupled with a prediction problem where a characteristic x of the game may be used to predict its outcome y based on past values of (x, y) . In Similarity Nash Equilibria, players combine statistical and strategic reasoning, using an estimate of y as a coordination device. They predict y by its similarity-weighted frequency and learn the optimal notion of similarity from the data. We prove that the model captures the importance of precedents and the endogenous formation of sunspots.

相似性纳什均衡统计博弈相似性加权频率内生太阳黑子