纳什均衡的公理刻画

An axiomatic characterization of Nash equilibrium

Theoretical Economics · 2024
被引 1
人大 AABS 4

中文导读

通过三条公理(严格占优行动以正概率被采用、策略在凸组合中保持、可区分行动间的概率转移)唯一刻画了纳什均衡,并证明任何均衡精炼都会违反至少一条公理,近似满足则得到近似纳什均衡。

Abstract

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability, (ii) if a strategy profile is played in two games, it is also played in every convex combination of these games, and (iii) players can shift probability arbitrarily between two indistinguishable actions, and deleting one of these actions has no effect. Our theorem implies that every equilibrium refinement violates at least one of these axioms. Moreover, every solution concept that approximately satisfies these axioms returns approximate Nash equilibria, even in natural subclasses of games, such as two‐player zero‐sum games, potential games, and graphical games.

纳什均衡公理化刻画解概念博弈论