Asymptotic value of monitoring structures in stochastic games
研究了在非完美公共监控的随机博弈中，改进监控如何影响极限均衡收益集，提出了加权加扰的概念来比较不同监控结构，并证明了极限完美公共均衡收益集关于该信息排序的单调性。
This paper studies how improved monitoring affects the limit equilibrium payoff set for stochastic games with imperfect public monitoring. We introduce a simple generalization of Blackwell garbling called weighted garbling in order to compare different monitoring structures for this class of games. Our main result is the monotonicity of the limit perfect public equilibrium (PPE) payoff set with respect to this information order. We show that the limit PPE payoff set expands when the monitoring structure gets more informative with respect to the weighted garbling order. We also show that a similar monotonicity holds for strongly symmetric equilibrium for symmetric stochastic games. Finally, we show that our weighted garbling order is useful to compare the limit PPE payoff set for different state transition laws and monitoring structures when the limit feasible payoff set is the same.