词典序的“同意分歧”与完美均衡

Lexicographic agreeing to disagree and perfect equilibrium

Journal of Mathematical Economics · 2023
被引 1
人大 A-ABS 3

中文导读

在词典序概率系统框架下研究“同意分歧”定理,发现深层级别上代理人可以同意分歧,并利用该结果为完美均衡提供了认识论刻画。

Abstract

Aumann’s seminal agreement theorem deals with the impossibility for agents to acknowledge their distinct posterior beliefs. We consider agreeing to disagree in an extended framework with lexicographic probability systems. A weak agreement theorem in the sense of identical posteriors only at the first lexicographic level obtains. Somewhat surprisingly, a possibility result does emerge for the deeper levels. Agents can agree to disagree on their posteriors beyond the first lexicographic level. By means of mutual absolute continuity as an additional assumption, a strong agreement theorem with equal posteriors at every lexicographic level ensues. Subsequently, we turn to games and provide epistemic conditions for the classical solution concept of perfect equilibrium. Our lexicographic agreement theorems turn out to be pivotal in this endeavour. The hypotheses of mutual primary belief in caution, mutual primary belief in rationality, and common knowledge of conjectures characterize perfect equilibrium epistemically in our lexicographic framework.

词典序概率系统一致不可能定理完美均衡认知条件