量化反应均衡与理性化:黑箱内部

Quantal response equilibrium and rationalizability: Inside the black box

Games and Economic Behavior · 2024
被引 0
人大 AABS 3

中文导读

研究了静态博弈中量化反应均衡的认识论基础,探讨了代理人关于随机支付冲击概率分布的信息如何影响均衡概念,并提出了两种新的理性化概念,有助于解释实验和实证数据。

Abstract

This paper aims to connect epistemic and behavioral game theory by examining the epistemic foundations of quantal response equilibrium (QRE) in static games. We focus on how much information agents possess about the probability distributions of idiosyncratic payoff shocks, in addition to the standard assumptions of rationality and common belief in rationality. When these distributions are transparent, we obtain a solution concept called Δp-rationalizability, which includes action distributions derived from QRE; we also give a condition under which this relationship holds true in reverse. When agents only have common belief in the monotonicity of these distributions (for example, extreme value distributions), we obtain another solution concept called ΔM-rationalizability, which includes action distributions derived from rank-dependent choice equilibrium, a parameter-free variant of QRE. Our solution concepts also provide insights for interpreting experimental and empirical data.

量化响应均衡Δp理性化ΔM理性化秩依选择均衡