随机策略中的主观性与相关性:回归本源

“Subjectivity and correlation in randomized strategies”: Back to the roots

Journal of Mathematical Economics · 2024
被引 0
人大 A-ABS 3

中文导读

回顾Aumann在数理经济学首篇论文中提出的方法,通过引入外部世界状态空间和主观概率分布来研究策略型博弈,并探讨相关均衡的性质与扩展。

Abstract

The very first paper published in the Journal of Mathematical Economics , “Subjectivity and correlation in randomized strategies”, by Aumann, proposes a new approach to strategic form games by taking account of an extraneous space of states of the world, on which every player has a subjective probability distribution and private information . We review some of Aumann’s results as well as some properties and extensions of the best known by-product of his seminal paper, the “correlated equilibrium”.

主观概率相关均衡策略型博弈状态空间